Repligen Corp (RGEN)
167.92
+0.87
(+0.52%)
USD |
NASDAQ |
May 06, 16:00
167.92
0.00 (0.00%)
After-Hours: 18:36
Repligen Max Drawdown (5Y): 64.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.79% |
| March 31, 2024 | 64.79% |
| February 29, 2024 | 64.79% |
| January 31, 2024 | 64.79% |
| December 31, 2023 | 64.79% |
| November 30, 2023 | 64.79% |
| October 31, 2023 | 64.79% |
| September 30, 2023 | 57.31% |
| August 31, 2023 | 57.31% |
| July 31, 2023 | 57.31% |
| June 30, 2023 | 57.31% |
| May 31, 2023 | 56.61% |
| April 30, 2023 | 56.61% |
| March 31, 2023 | 56.61% |
| February 28, 2023 | 56.61% |
| January 31, 2023 | 56.61% |
| December 31, 2022 | 56.61% |
| November 30, 2022 | 56.61% |
| October 31, 2022 | 56.61% |
| September 30, 2022 | 56.61% |
| August 31, 2022 | 56.61% |
| July 31, 2022 | 56.61% |
| June 30, 2022 | 56.61% |
| May 31, 2022 | 56.22% |
| April 30, 2022 | 56.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.28% |
| February 28, 2022 | 46.08% |
| January 31, 2022 | 45.38% |
| December 31, 2021 | 32.87% |
| November 30, 2021 | 32.87% |
| October 31, 2021 | 32.87% |
| September 30, 2021 | 32.87% |
| August 31, 2021 | 36.78% |
| July 31, 2021 | 36.78% |
| June 30, 2021 | 36.78% |
| May 31, 2021 | 36.78% |
| April 30, 2021 | 38.16% |
| March 31, 2021 | 49.79% |
| February 28, 2021 | 49.79% |
| January 31, 2021 | 49.79% |
| December 31, 2020 | 49.79% |
| November 30, 2020 | 50.33% |
| October 31, 2020 | 50.33% |
| September 30, 2020 | 50.33% |
| August 31, 2020 | 50.33% |
| July 31, 2020 | 50.33% |
| June 30, 2020 | 50.33% |
| May 31, 2020 | 50.33% |
| April 30, 2020 | 50.33% |
| March 31, 2020 | 50.33% |
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
32.87%
Minimum
Sep 2021
64.79%
Maximum
Oct 2023
51.47%
Average
50.33%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 95.49% |
| Xtant Medical Holdings Inc | 98.66% |
| Asensus Surgical Inc | 99.68% |
| Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.963 |
| Beta (5Y) | 1.031 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.78% |
| Historical Sharpe Ratio (5Y) | 0.3812 |
| Historical Sortino (5Y) | 0.7787 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.48% |