Sage Therapeutics Inc (SAGE)
13.26
-0.68
(-4.91%)
USD |
NASDAQ |
May 06, 16:00
13.26
0.00 (0.00%)
After-Hours: 16:30
Sage Therapeutics Max Drawdown (5Y): 93.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.38% |
| March 31, 2024 | 91.18% |
| February 29, 2024 | 91.18% |
| January 31, 2024 | 91.18% |
| December 31, 2023 | 91.18% |
| November 30, 2023 | 91.18% |
| October 31, 2023 | 91.18% |
| September 30, 2023 | 91.18% |
| August 31, 2023 | 91.18% |
| July 31, 2023 | 86.51% |
| June 30, 2023 | 86.51% |
| May 31, 2023 | 86.51% |
| April 30, 2023 | 86.51% |
| March 31, 2023 | 86.51% |
| February 28, 2023 | 86.51% |
| January 31, 2023 | 86.51% |
| December 31, 2022 | 86.51% |
| November 30, 2022 | 86.51% |
| October 31, 2022 | 86.51% |
| September 30, 2022 | 86.51% |
| August 31, 2022 | 86.51% |
| July 31, 2022 | 86.51% |
| June 30, 2022 | 86.51% |
| May 31, 2022 | 86.51% |
| April 30, 2022 | 86.51% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.51% |
| February 28, 2022 | 86.51% |
| January 31, 2022 | 86.51% |
| December 31, 2021 | 86.51% |
| November 30, 2021 | 86.51% |
| October 31, 2021 | 86.51% |
| September 30, 2021 | 86.51% |
| August 31, 2021 | 86.51% |
| July 31, 2021 | 86.51% |
| June 30, 2021 | 86.51% |
| May 31, 2021 | 86.51% |
| April 30, 2021 | 86.51% |
| March 31, 2021 | 86.51% |
| February 28, 2021 | 86.51% |
| January 31, 2021 | 86.51% |
| December 31, 2020 | 86.51% |
| November 30, 2020 | 86.51% |
| October 31, 2020 | 86.51% |
| September 30, 2020 | 86.51% |
| August 31, 2020 | 86.51% |
| July 31, 2020 | 86.51% |
| June 30, 2020 | 86.51% |
| May 31, 2020 | 86.51% |
| April 30, 2020 | 86.51% |
| March 31, 2020 | 86.40% |
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
68.91%
Minimum
May 2019
93.38%
Maximum
Apr 2024
84.42%
Average
86.51%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Biogen Inc | 54.78% |
| Perspective Therapeutics Inc | 91.70% |
| Vanda Pharmaceuticals Inc | 89.11% |
| Ligand Pharmaceuticals Inc | 77.41% |
| ADMA Biologics Inc | 84.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.38 |
| Beta (5Y) | 0.906 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.48% |
| Historical Sharpe Ratio (5Y) | -0.6715 |
| Historical Sortino (5Y) | -0.8363 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.25% |