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Vanda Pharmaceuticals Inc
VNDAAdd to Watchlist
5.130USD
+0.020+0.39%
Close 09-18 16:00（ET）
309.23MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-17Beta vs S&P 500 index
0.63
VaR
+4.55%
240-Day Maximum Drawdown
+48.43%
240-Day Volatility
+72.83%
Return
Best Daily Return
60 days
+5.27%
120 days
+8.00%
5 years
+41.49%
Worst Daily Return
60 days
-6.84%
120 days
-14.11%
5 years
-31.14%
Sharpe Ratio
60 days
-1.49
120 days
-1.39
5 years
-0.11
Risk Assessment
Maximum Drawdown
240 days
+48.43%
3 years
+48.43%
5 years
+81.20%
Return-to-Drawdown Ratio
240 days
-0.02
3 years
+0.12
5 years
-0.17
Skewness
240 days
+2.28
3 years
+2.39
5 years
+1.49
Volatility
Realised Volatility
240 days
+72.83%
5 years
+61.16%
Standardised True Range
240 days
+7.09%
5 years
+6.12%
Downside Risk-Adjusted Return
120 days
-202.15%
240 days
-202.15%
Maximum Daily Upside Volatility
60 days
+24.33%
Maximum Daily Downside Volatility
60 days
+33.92%
Liquidity
Average Turnover Rate
60 days
+1.47%
120 days
+1.66%
5 years
--
Turnover Deviation
20 days
-29.89%
60 days
-17.09%
120 days
-6.60%