Vertex Pharmaceuticals Inc (VRTX)
492.69
-9.86
(-1.96%)
USD |
NASDAQ |
Mar 28, 16:00
488.52
-4.17
(-0.85%)
After-Hours: 20:00
Vertex Pharmaceuticals Max Drawdown (5Y): 41.60% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Gilead Sciences Inc | 38.10% |
| Eli Lilly and Co | 24.27% |
| Moderna Inc | 93.70% |
| Biogen Inc | 67.83% |
| AbbVie Inc | 42.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.986 |
| Beta (5Y) | 0.4137 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.35% |
| Historical Sharpe Ratio (5Y) | 0.5485 |
| Historical Sortino (5Y) | 0.8711 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.45% |