Ultragenyx Pharmaceutical Inc (RARE)
42.75
-0.45
(-1.04%)
USD |
NASDAQ |
May 03, 16:00
42.79
+0.04
(+0.09%)
After-Hours: 20:00
Ultragenyx Pharmaceutical Max Drawdown (5Y): 82.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.11% |
March 31, 2024 | 82.11% |
February 29, 2024 | 82.11% |
January 31, 2024 | 82.11% |
December 31, 2023 | 82.11% |
November 30, 2023 | 82.11% |
October 31, 2023 | 82.11% |
September 30, 2023 | 80.99% |
August 31, 2023 | 80.99% |
July 31, 2023 | 80.99% |
June 30, 2023 | 80.99% |
May 31, 2023 | 80.99% |
April 30, 2023 | 80.99% |
March 31, 2023 | 80.99% |
February 28, 2023 | 80.99% |
January 31, 2023 | 80.99% |
December 31, 2022 | 80.99% |
November 30, 2022 | 80.99% |
October 31, 2022 | 79.11% |
September 30, 2022 | 77.47% |
August 31, 2022 | 74.79% |
July 31, 2022 | 74.79% |
June 30, 2022 | 74.79% |
May 31, 2022 | 74.79% |
April 30, 2022 | 74.79% |
Date | Value |
---|---|
March 31, 2022 | 74.79% |
February 28, 2022 | 74.79% |
January 31, 2022 | 74.79% |
December 31, 2021 | 74.79% |
November 30, 2021 | 74.79% |
October 31, 2021 | 74.79% |
September 30, 2021 | 74.79% |
August 31, 2021 | 74.79% |
July 31, 2021 | 74.79% |
June 30, 2021 | 74.79% |
May 31, 2021 | 74.79% |
April 30, 2021 | 74.79% |
March 31, 2021 | 74.79% |
February 28, 2021 | 74.79% |
January 31, 2021 | 74.79% |
December 31, 2020 | 74.79% |
November 30, 2020 | 74.79% |
October 31, 2020 | 74.79% |
September 30, 2020 | 74.79% |
August 31, 2020 | 74.79% |
July 31, 2020 | 74.79% |
June 30, 2020 | 74.79% |
May 31, 2020 | 74.79% |
April 30, 2020 | 74.79% |
March 31, 2020 | 74.79% |
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
71.00%
Minimum
May 2019
82.11%
Maximum
Oct 2023
76.41%
Average
74.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Corcept Therapeutics Inc | 60.35% |
Madrigal Pharmaceuticals Inc | 82.20% |
Sarepta Therapeutics Inc | 64.93% |
FibroGen Inc | 99.37% |
Rocket Pharmaceuticals Inc | 87.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.99 |
Beta (5Y) | 0.6759 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.66% |
Historical Sharpe Ratio (5Y) | -0.1814 |
Historical Sortino (5Y) | -0.3538 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.07% |