Arvinas Inc (ARVN)
32.66
+0.55
(+1.71%)
USD |
NASDAQ |
May 17, 16:00
33.86
+1.20
(+3.67%)
Pre-Market: 08:22
Arvinas Max Drawdown (5Y): 86.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.85% |
March 31, 2024 | 86.85% |
February 29, 2024 | 86.85% |
January 31, 2024 | 86.85% |
December 31, 2023 | 86.85% |
November 30, 2023 | 86.85% |
October 31, 2023 | 86.85% |
September 30, 2023 | 81.79% |
August 31, 2023 | 79.86% |
July 31, 2023 | 79.86% |
June 30, 2023 | 79.86% |
May 31, 2023 | 79.76% |
April 30, 2023 | 76.54% |
March 31, 2023 | 75.76% |
February 28, 2023 | 73.51% |
January 31, 2023 | 73.51% |
December 31, 2022 | 69.90% |
November 30, 2022 | 66.62% |
October 31, 2022 | 66.62% |
September 30, 2022 | 66.62% |
August 31, 2022 | 66.62% |
July 31, 2022 | 66.62% |
June 30, 2022 | 66.62% |
May 31, 2022 | 64.42% |
April 30, 2022 | 64.42% |
Date | Value |
---|---|
March 31, 2022 | 64.42% |
February 28, 2022 | 64.42% |
January 31, 2022 | 64.42% |
December 31, 2021 | 64.42% |
November 30, 2021 | 64.42% |
October 31, 2021 | 64.42% |
September 30, 2021 | 64.42% |
August 31, 2021 | 64.42% |
July 31, 2021 | 64.42% |
June 30, 2021 | 64.42% |
May 31, 2021 | 64.42% |
April 30, 2021 | 64.42% |
March 31, 2021 | 64.42% |
February 28, 2021 | 64.42% |
January 31, 2021 | 64.42% |
December 31, 2020 | 64.42% |
November 30, 2020 | 64.42% |
October 31, 2020 | 64.42% |
September 30, 2020 | 59.48% |
August 31, 2020 | 57.00% |
July 31, 2020 | 47.34% |
June 30, 2020 | 47.34% |
May 31, 2020 | 44.26% |
April 30, 2020 | 44.26% |
March 31, 2020 | 44.26% |
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
39.71%
Minimum
May 2019
86.85%
Maximum
Oct 2023
63.83%
Average
64.42%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Pfizer Inc | 54.78% |
Johnson & Johnson | 27.36% |
Bristol-Myers Squibb Co | 42.61% |
Janux Therapeutics Inc | -- |
ACADIA Pharmaceuticals Inc | 77.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.00 |
Beta (5Y) | 1.948 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 127.1% |
Historical Sharpe Ratio (5Y) | 0.0529 |
Historical Sortino (5Y) | 0.2009 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.23% |