Neurocrine Biosciences Inc (NBIX)
135.99
-1.77
(-1.28%)
USD |
NASDAQ |
Apr 26, 16:00
135.92
-0.07
(-0.05%)
After-Hours: 20:00
Neurocrine Biosciences Max Drawdown (5Y): 46.39% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 46.39% |
February 29, 2024 | 46.39% |
January 31, 2024 | 46.39% |
December 31, 2023 | 46.39% |
November 30, 2023 | 46.39% |
October 31, 2023 | 46.39% |
September 30, 2023 | 46.39% |
August 31, 2023 | 46.39% |
July 31, 2023 | 46.39% |
June 30, 2023 | 46.39% |
May 31, 2023 | 46.39% |
April 30, 2023 | 46.39% |
March 31, 2023 | 46.39% |
February 28, 2023 | 46.39% |
January 31, 2023 | 46.39% |
December 31, 2022 | 46.39% |
November 30, 2022 | 46.39% |
October 31, 2022 | 46.39% |
September 30, 2022 | 46.39% |
August 31, 2022 | 46.39% |
July 31, 2022 | 46.39% |
June 30, 2022 | 46.39% |
May 31, 2022 | 46.39% |
April 30, 2022 | 46.39% |
March 31, 2022 | 46.39% |
Date | Value |
---|---|
February 28, 2022 | 46.39% |
January 31, 2022 | 46.39% |
December 31, 2021 | 45.71% |
November 30, 2021 | 45.71% |
October 31, 2021 | 45.71% |
September 30, 2021 | 45.71% |
August 31, 2021 | 45.71% |
July 31, 2021 | 45.71% |
June 30, 2021 | 45.71% |
May 31, 2021 | 45.71% |
April 30, 2021 | 45.71% |
March 31, 2021 | 45.71% |
February 28, 2021 | 45.71% |
January 31, 2021 | 45.71% |
December 31, 2020 | 45.71% |
November 30, 2020 | 45.71% |
October 31, 2020 | 45.71% |
September 30, 2020 | 45.71% |
August 31, 2020 | 45.71% |
July 31, 2020 | 45.71% |
June 30, 2020 | 45.71% |
May 31, 2020 | 45.71% |
April 30, 2020 | 45.71% |
March 31, 2020 | 45.71% |
February 29, 2020 | 45.71% |
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
45.71%
Minimum
Apr 2019
46.39%
Maximum
Jan 2022
46.02%
Average
45.71%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Globus Medical Inc | 47.91% |
Inspire Medical Systems Inc | 61.59% |
Amgen Inc | 24.86% |
Eli Lilly and Co | 22.48% |
Vertex Pharmaceuticals Inc | 41.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.162 |
Beta (5Y) | 0.2467 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.37% |
Historical Sharpe Ratio (5Y) | 0.2281 |
Historical Sortino (5Y) | 0.4015 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.29% |