Gritstone Bio Inc (GRTS)
0.8602
-0.01
(-1.13%)
USD |
NASDAQ |
May 02, 16:00
0.8602
0.00 (0.00%)
After-Hours: 20:00
Gritstone Bio Max Drawdown (5Y): 97.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.28% |
| March 31, 2024 | 96.17% |
| February 29, 2024 | 96.17% |
| January 31, 2024 | 96.17% |
| December 31, 2023 | 96.17% |
| November 30, 2023 | 96.17% |
| October 31, 2023 | 96.17% |
| September 30, 2023 | 96.17% |
| August 31, 2023 | 94.86% |
| July 31, 2023 | 94.66% |
| June 30, 2023 | 94.66% |
| May 31, 2023 | 94.66% |
| April 30, 2023 | 94.31% |
| March 31, 2023 | 94.31% |
| February 28, 2023 | 94.31% |
| January 31, 2023 | 94.31% |
| December 31, 2022 | 94.31% |
| November 30, 2022 | 94.31% |
| October 31, 2022 | 94.31% |
| September 30, 2022 | 94.31% |
| August 31, 2022 | 94.31% |
| July 31, 2022 | 94.31% |
| June 30, 2022 | 94.31% |
| May 31, 2022 | 94.31% |
| April 30, 2022 | 91.74% |
| Date | Value |
|---|---|
| March 31, 2022 | 91.74% |
| February 28, 2022 | 91.74% |
| January 31, 2022 | 91.74% |
| December 31, 2021 | 91.74% |
| November 30, 2021 | 91.74% |
| October 31, 2021 | 91.74% |
| September 30, 2021 | 91.74% |
| August 31, 2021 | 91.74% |
| July 31, 2021 | 91.74% |
| June 30, 2021 | 91.74% |
| May 31, 2021 | 91.74% |
| April 30, 2021 | 91.74% |
| March 31, 2021 | 91.74% |
| February 28, 2021 | 91.74% |
| January 31, 2021 | 91.74% |
| December 31, 2020 | 91.74% |
| November 30, 2020 | 91.74% |
| October 31, 2020 | 91.54% |
| September 30, 2020 | 91.54% |
| August 31, 2020 | 89.71% |
| July 31, 2020 | 89.69% |
| June 30, 2020 | 82.41% |
| May 31, 2020 | 82.41% |
| April 30, 2020 | 82.41% |
| March 31, 2020 | 82.41% |
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
70.06%
Minimum
May 2019
97.28%
Maximum
Apr 2024
89.42%
Average
91.74%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Precision BioSciences Inc | 98.55% |
| Humacyte Inc | -- |
| Verastem Inc | 97.04% |
| BioVie Inc | 98.96% |
| Syros Pharmaceuticals Inc | 98.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.45 |
| Beta (5Y) | 0.6415 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 193.6% |
| Historical Sharpe Ratio (5Y) | -0.2185 |
| Historical Sortino (5Y) | -0.7642 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.01% |