Revance Therapeutics Inc (RVNC)
3.005
-0.16
(-4.91%)
USD |
NASDAQ |
May 21, 16:00
3.005
0.00 (0.00%)
After-Hours: 20:00
Revance Therapeutics Max Drawdown (5Y): 91.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.25% |
| March 31, 2024 | 87.64% |
| February 29, 2024 | 86.63% |
| January 31, 2024 | 86.63% |
| December 31, 2023 | 84.55% |
| November 30, 2023 | 84.55% |
| October 31, 2023 | 79.47% |
| September 30, 2023 | 74.94% |
| August 31, 2023 | 74.94% |
| July 31, 2023 | 74.94% |
| June 30, 2023 | 74.94% |
| May 31, 2023 | 74.94% |
| April 30, 2023 | 74.94% |
| March 31, 2023 | 74.94% |
| February 28, 2023 | 74.94% |
| January 31, 2023 | 74.94% |
| December 31, 2022 | 74.94% |
| November 30, 2022 | 74.94% |
| October 31, 2022 | 74.94% |
| September 30, 2022 | 74.94% |
| August 31, 2022 | 74.94% |
| July 31, 2022 | 74.94% |
| June 30, 2022 | 74.94% |
| May 31, 2022 | 74.94% |
| April 30, 2022 | 74.94% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.94% |
| February 28, 2022 | 74.94% |
| January 31, 2022 | 74.94% |
| December 31, 2021 | 74.94% |
| November 30, 2021 | 74.94% |
| October 31, 2021 | 74.94% |
| September 30, 2021 | 74.94% |
| August 31, 2021 | 74.94% |
| July 31, 2021 | 74.94% |
| June 30, 2021 | 74.94% |
| May 31, 2021 | 74.94% |
| April 30, 2021 | 74.94% |
| March 31, 2021 | 74.94% |
| February 28, 2021 | 74.94% |
| January 31, 2021 | 74.94% |
| December 31, 2020 | 74.94% |
| November 30, 2020 | 74.94% |
| October 31, 2020 | 74.94% |
| September 30, 2020 | 74.94% |
| August 31, 2020 | 74.94% |
| July 31, 2020 | 74.94% |
| June 30, 2020 | 74.94% |
| May 31, 2020 | 74.94% |
| April 30, 2020 | 74.94% |
| March 31, 2020 | 74.94% |
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
73.59%
Minimum
May 2019
91.25%
Maximum
Apr 2024
76.15%
Average
74.94%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
| AbbVie Inc | 45.08% |
| Eli Lilly and Co | 22.48% |
| Aquestive Therapeutics Inc | 96.68% |
| Humacyte Inc | -- |
| AN2 Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.82 |
| Beta (5Y) | 1.156 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.71% |
| Historical Sharpe Ratio (5Y) | -0.3338 |
| Historical Sortino (5Y) | -0.5672 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.90% |