Intellia Therapeutics Inc (NTLA)
24.90
+1.61
(+6.91%)
USD |
NASDAQ |
May 03, 09:56
Intellia Therapeutics Max Drawdown (5Y): 88.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 88.68% |
| March 31, 2024 | 86.90% |
| February 29, 2024 | 86.90% |
| January 31, 2024 | 86.90% |
| December 31, 2023 | 86.90% |
| November 30, 2023 | 86.90% |
| October 31, 2023 | 86.90% |
| September 30, 2023 | 82.11% |
| August 31, 2023 | 81.21% |
| July 31, 2023 | 81.21% |
| June 30, 2023 | 81.21% |
| May 31, 2023 | 81.21% |
| April 30, 2023 | 81.21% |
| March 31, 2023 | 81.21% |
| February 28, 2023 | 81.21% |
| January 31, 2023 | 81.21% |
| December 31, 2022 | 81.21% |
| November 30, 2022 | 78.23% |
| October 31, 2022 | 78.23% |
| September 30, 2022 | 78.23% |
| August 31, 2022 | 78.23% |
| July 31, 2022 | 78.23% |
| June 30, 2022 | 78.23% |
| May 31, 2022 | 77.41% |
| April 30, 2022 | 72.99% |
| Date | Value |
|---|---|
| March 31, 2022 | 72.99% |
| February 28, 2022 | 72.99% |
| January 31, 2022 | 72.99% |
| December 31, 2021 | 72.99% |
| November 30, 2021 | 72.99% |
| October 31, 2021 | 72.99% |
| September 30, 2021 | 72.99% |
| August 31, 2021 | 72.99% |
| July 31, 2021 | 72.99% |
| June 30, 2021 | 72.99% |
| May 31, 2021 | 72.99% |
| April 30, 2021 | 72.99% |
| March 31, 2021 | 72.99% |
| February 28, 2021 | 72.99% |
| January 31, 2021 | 72.99% |
| December 31, 2020 | 72.99% |
| November 30, 2020 | 72.99% |
| October 31, 2020 | 72.99% |
| September 30, 2020 | 72.99% |
| August 31, 2020 | 72.99% |
| July 31, 2020 | 72.99% |
| June 30, 2020 | 72.99% |
| May 31, 2020 | 72.99% |
| April 30, 2020 | 72.99% |
| March 31, 2020 | 72.99% |
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
67.41%
Minimum
May 2019
88.68%
Maximum
Apr 2024
75.92%
Average
72.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Moderna Inc | 85.65% |
| Regeneron Pharmaceuticals Inc | 53.84% |
| NeuroMetrix Inc | 99.78% |
| Repligen Corp | 64.79% |
| Pacific Biosciences of California Inc | 97.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.86 |
| Beta (5Y) | 1.852 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.91% |
| Historical Sharpe Ratio (5Y) | 0.0584 |
| Historical Sortino (5Y) | 0.1588 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.66% |