VANDA PHARMACEUTICALS
Free full Seasonality data:
VNDA vs SPY 1 Year Daily ReturnsVNDA has a beta of 0.57. In the past year, VNDA has been less volatile than the S&P500.
Subscribe to unlock
VNDA Historical BetaSince 2024-07-17, the beta for VNDA changed by -0.17 and had an average of 0.68.
Subscribe to unlock
VNDA Sharpe RatioVNDA has a 1 year sharpe of -0.36 which is -0.7 compared to the S&P500.
Display:
1y
Timeframe:
1y
Subscribe to unlock
VNDA Daily P/L Normal DistributionVNDA has a P/L mean of -0.01% and a std dev of 2.54%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
Subscribe to unlock
VNDA 1 Year DrawdownVNDA had a max drawdown of 38.17% in the previous year.
1y
VNDA Yearly Drawdown DurationVNDA has an average drawdown duration of 31.96 days every year.