Vanda Pharmaceuticals Inc (VNDA)
5.13
+0.12
(+2.40%)
USD |
NASDAQ |
May 31, 16:00
5.11
-0.02
(-0.39%)
After-Hours: 20:00
Vanda Pharmaceuticals Max Drawdown (5Y): 89.11% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 89.11% |
April 30, 2024 | 89.11% |
March 31, 2024 | 89.11% |
February 29, 2024 | 89.11% |
January 31, 2024 | 89.11% |
December 31, 2023 | 89.11% |
November 30, 2023 | 89.11% |
October 31, 2023 | 86.70% |
September 30, 2023 | 86.40% |
August 31, 2023 | 83.51% |
July 31, 2023 | 81.63% |
June 30, 2023 | 81.25% |
May 31, 2023 | 81.09% |
April 30, 2023 | 80.49% |
March 31, 2023 | 80.36% |
February 28, 2023 | 79.54% |
January 31, 2023 | 78.17% |
December 31, 2022 | 78.17% |
November 30, 2022 | 76.17% |
October 31, 2022 | 76.17% |
September 30, 2022 | 76.17% |
August 31, 2022 | 76.17% |
July 31, 2022 | 76.17% |
June 30, 2022 | 76.17% |
May 31, 2022 | 76.17% |
Date | Value |
---|---|
April 30, 2022 | 76.17% |
March 31, 2022 | 76.17% |
February 28, 2022 | 76.17% |
January 31, 2022 | 76.17% |
December 31, 2021 | 76.17% |
November 30, 2021 | 76.17% |
October 31, 2021 | 76.17% |
September 30, 2021 | 76.17% |
August 31, 2021 | 76.17% |
July 31, 2021 | 76.17% |
June 30, 2021 | 76.17% |
May 31, 2021 | 76.17% |
April 30, 2021 | 76.17% |
March 31, 2021 | 76.17% |
February 28, 2021 | 76.17% |
January 31, 2021 | 76.17% |
December 31, 2020 | 76.17% |
November 30, 2020 | 76.17% |
October 31, 2020 | 76.17% |
September 30, 2020 | 76.17% |
August 31, 2020 | 76.17% |
July 31, 2020 | 76.17% |
June 30, 2020 | 76.17% |
May 31, 2020 | 76.17% |
April 30, 2020 | 76.17% |
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
61.36%
Minimum
Jun 2019
89.11%
Maximum
Nov 2023
76.51%
Average
76.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ADMA Biologics Inc | 84.77% |
INVO Bioscience Inc | 99.83% |
Johnson & Johnson | 27.36% |
Nektar Therapeutics | 99.30% |
Ligand Pharmaceuticals Inc | 77.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.82 |
Beta (5Y) | 0.7118 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.09% |
Historical Sharpe Ratio (5Y) | -0.4672 |
Historical Sortino (5Y) | -0.7593 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.36% |