Vertex Pharmaceuticals Inc (VRTX)
398.52
+1.04
(+0.26%)
USD |
NASDAQ |
Apr 29, 10:10
Vertex Pharmaceuticals Max Drawdown (5Y): 41.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 49.10% |
| July 31, 2020 | 49.10% |
| June 30, 2020 | 49.10% |
| May 31, 2020 | 49.10% |
| April 30, 2020 | 49.10% |
| March 31, 2020 | 49.10% |
| February 29, 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
Apr 2019
45.44%
Average
48.08%
Median
Max Drawdown (5Y) Benchmarks
| Amgen Inc | 24.86% |
| Eli Lilly and Co | 22.48% |
| Regeneron Pharmaceuticals Inc | 53.84% |
| Alpine Immune Sciences Inc | 97.33% |
| Moderna Inc | 85.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.27 |
| Beta (5Y) | 0.3502 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.48% |
| Historical Sharpe Ratio (5Y) | 0.5984 |
| Historical Sortino (5Y) | 0.9676 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.55% |