Vertex Pharmaceuticals Inc (VRTX)
471.12
-4.86
(-1.02%)
USD |
NASDAQ |
Nov 01, 16:00
471.00
-0.12
(-0.03%)
After-Hours: 20:00
Vertex Pharmaceuticals Max Drawdown (5Y): 41.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.60% |
| September 30, 2024 | 41.60% |
| August 31, 2024 | 41.60% |
| July 31, 2024 | 41.60% |
| June 30, 2024 | 41.60% |
| May 31, 2024 | 41.60% |
| April 30, 2024 | 41.60% |
| March 31, 2024 | 41.60% |
| February 29, 2024 | 41.60% |
| January 31, 2024 | 41.60% |
| December 31, 2023 | 41.60% |
| November 30, 2023 | 41.60% |
| October 31, 2023 | 41.60% |
| September 30, 2023 | 41.60% |
| August 31, 2023 | 41.60% |
| July 31, 2023 | 41.60% |
| June 30, 2023 | 41.60% |
| May 31, 2023 | 41.60% |
| April 30, 2023 | 41.60% |
| March 31, 2023 | 41.60% |
| February 28, 2023 | 41.60% |
| January 31, 2023 | 41.60% |
| December 31, 2022 | 41.60% |
| November 30, 2022 | 41.60% |
| October 31, 2022 | 41.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.60% |
| August 31, 2022 | 41.60% |
| July 31, 2022 | 41.60% |
| June 30, 2022 | 41.60% |
| May 31, 2022 | 41.60% |
| April 30, 2022 | 41.60% |
| March 31, 2022 | 41.60% |
| February 28, 2022 | 41.60% |
| January 31, 2022 | 41.60% |
| December 31, 2021 | 41.60% |
| November 30, 2021 | 41.60% |
| October 31, 2021 | 47.07% |
| September 30, 2021 | 49.10% |
| August 31, 2021 | 49.10% |
| July 31, 2021 | 49.10% |
| June 30, 2021 | 49.10% |
| May 31, 2021 | 49.10% |
| April 30, 2021 | 49.10% |
| March 31, 2021 | 49.10% |
| February 28, 2021 | 49.10% |
| January 31, 2021 | 49.10% |
| December 31, 2020 | 49.10% |
| November 30, 2020 | 49.10% |
| October 31, 2020 | 49.10% |
| September 30, 2020 | 49.10% |
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
41.60%
Minimum
Nov 2021
49.10%
Maximum
Nov 2019
44.56%
Average
41.60%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Eli Lilly and Co | 22.48% |
| Bristol-Myers Squibb Co | 47.67% |
| Regeneron Pharmaceuticals Inc | 43.25% |
| Sarepta Therapeutics Inc | 64.93% |
| Moderna Inc | 89.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.04 |
| Beta (5Y) | 0.3932 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.83% |
| Historical Sharpe Ratio (5Y) | 0.6627 |
| Historical Sortino (5Y) | 1.062 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.55% |