Esperion Therapeutics Inc (ESPR)
2.16
-0.13
(-5.68%)
USD |
NASDAQ |
May 31, 16:00
2.16
0.00 (0.00%)
After-Hours: 20:00
Esperion Therapeutics Max Drawdown (5Y): 99.01% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 99.01% |
April 30, 2024 | 99.01% |
March 31, 2024 | 99.01% |
February 29, 2024 | 99.01% |
January 31, 2024 | 99.01% |
December 31, 2023 | 99.01% |
November 30, 2023 | 99.01% |
October 31, 2023 | 99.01% |
September 30, 2023 | 98.70% |
August 31, 2023 | 98.37% |
July 31, 2023 | 98.37% |
June 30, 2023 | 98.37% |
May 31, 2023 | 98.37% |
April 30, 2023 | 98.37% |
March 31, 2023 | 98.02% |
February 28, 2023 | 95.86% |
January 31, 2023 | 95.86% |
December 31, 2022 | 95.86% |
November 30, 2022 | 95.86% |
October 31, 2022 | 95.86% |
September 30, 2022 | 95.86% |
August 31, 2022 | 95.86% |
July 31, 2022 | 95.86% |
June 30, 2022 | 95.86% |
May 31, 2022 | 95.86% |
Date | Value |
---|---|
April 30, 2022 | 95.86% |
March 31, 2022 | 95.86% |
February 28, 2022 | 95.86% |
January 31, 2022 | 95.48% |
December 31, 2021 | 94.04% |
November 30, 2021 | 91.18% |
October 31, 2021 | 90.49% |
September 30, 2021 | 90.49% |
August 31, 2021 | 91.85% |
July 31, 2021 | 91.85% |
June 30, 2021 | 91.85% |
May 31, 2021 | 91.85% |
April 30, 2021 | 91.85% |
March 31, 2021 | 91.85% |
February 28, 2021 | 91.85% |
January 31, 2021 | 91.85% |
December 31, 2020 | 91.85% |
November 30, 2020 | 91.85% |
October 31, 2020 | 91.85% |
September 30, 2020 | 91.85% |
August 31, 2020 | 91.85% |
July 31, 2020 | 91.85% |
June 30, 2020 | 91.85% |
May 31, 2020 | 91.85% |
April 30, 2020 | 91.85% |
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
90.49%
Minimum
Sep 2021
99.01%
Maximum
Oct 2023
94.47%
Average
92.95%
Median
Max Drawdown (5Y) Benchmarks
Dynavax Technologies Corp | 92.83% |
Masimo Corp | 74.70% |
United Therapeutics Corp | 58.47% |
Deciphera Pharmaceuticals Inc | 90.18% |
Ligand Pharmaceuticals Inc | 77.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -61.90 |
Beta (5Y) | 0.9978 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.97% |
Historical Sharpe Ratio (5Y) | -0.5483 |
Historical Sortino (5Y) | -0.9364 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.81% |