Fate Therapeutics Inc (FATE)
4.06
-0.04
(-0.98%)
USD |
NASDAQ |
May 03, 16:00
4.08
+0.02
(+0.49%)
Pre-Market: 08:04
Fate Therapeutics Max Drawdown (5Y): 98.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.59% |
| March 31, 2024 | 98.59% |
| February 29, 2024 | 98.59% |
| January 31, 2024 | 98.59% |
| December 31, 2023 | 98.59% |
| November 30, 2023 | 98.59% |
| October 31, 2023 | 98.59% |
| September 30, 2023 | 98.28% |
| August 31, 2023 | 97.86% |
| July 31, 2023 | 96.51% |
| June 30, 2023 | 96.39% |
| May 31, 2023 | 96.39% |
| April 30, 2023 | 96.39% |
| March 31, 2023 | 96.39% |
| February 28, 2023 | 96.39% |
| January 31, 2023 | 96.39% |
| December 31, 2022 | 91.60% |
| November 30, 2022 | 84.86% |
| October 31, 2022 | 84.86% |
| September 30, 2022 | 84.86% |
| August 31, 2022 | 84.86% |
| July 31, 2022 | 84.86% |
| June 30, 2022 | 84.86% |
| May 31, 2022 | 81.99% |
| April 30, 2022 | 78.83% |
| Date | Value |
|---|---|
| March 31, 2022 | 78.83% |
| February 28, 2022 | 78.83% |
| January 31, 2022 | 78.83% |
| December 31, 2021 | 78.83% |
| November 30, 2021 | 78.83% |
| October 31, 2021 | 78.83% |
| September 30, 2021 | 79.56% |
| August 31, 2021 | 84.36% |
| July 31, 2021 | 84.36% |
| June 30, 2021 | 84.36% |
| May 31, 2021 | 84.36% |
| April 30, 2021 | 86.44% |
| March 31, 2021 | 87.22% |
| February 28, 2021 | 87.85% |
| January 31, 2021 | 87.85% |
| December 31, 2020 | 87.85% |
| November 30, 2020 | 87.85% |
| October 31, 2020 | 87.85% |
| September 30, 2020 | 87.85% |
| August 31, 2020 | 87.85% |
| July 31, 2020 | 87.85% |
| June 30, 2020 | 87.85% |
| May 31, 2020 | 87.85% |
| April 30, 2020 | 87.85% |
| March 31, 2020 | 87.85% |
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
78.83%
Minimum
Oct 2021
98.59%
Maximum
Oct 2023
88.65%
Average
87.85%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Amicus Therapeutics Inc | 74.97% |
| Sarepta Therapeutics Inc | 64.93% |
| ADMA Biologics Inc | 84.77% |
| Ocular Therapeutix Inc | 94.06% |
| Viking Therapeutics Inc | 89.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.26 |
| Beta (5Y) | 1.801 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.85% |
| Historical Sharpe Ratio (5Y) | -0.3026 |
| Historical Sortino (5Y) | -0.6077 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.37% |