Sarepta Therapeutics Inc (SRPT)
130.46
-0.31
(-0.24%)
USD |
NASDAQ |
May 02, 16:00
130.46
0.00 (0.00%)
After-Hours: 20:00
Sarepta Therapeutics Max Drawdown (5Y): 64.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.93% |
| March 31, 2024 | 64.93% |
| February 29, 2024 | 64.93% |
| January 31, 2024 | 64.93% |
| December 31, 2023 | 64.93% |
| November 30, 2023 | 64.93% |
| October 31, 2023 | 64.93% |
| September 30, 2023 | 64.93% |
| August 31, 2023 | 64.93% |
| July 31, 2023 | 64.93% |
| June 30, 2023 | 64.93% |
| May 31, 2023 | 64.93% |
| April 30, 2023 | 64.93% |
| March 31, 2023 | 64.93% |
| February 28, 2023 | 64.93% |
| January 31, 2023 | 64.93% |
| December 31, 2022 | 64.93% |
| November 30, 2022 | 64.93% |
| October 31, 2022 | 64.93% |
| September 30, 2022 | 64.93% |
| August 31, 2022 | 64.93% |
| July 31, 2022 | 64.93% |
| June 30, 2022 | 64.93% |
| May 31, 2022 | 64.92% |
| April 30, 2022 | 64.67% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.67% |
| February 28, 2022 | 64.67% |
| January 31, 2022 | 64.67% |
| December 31, 2021 | 63.09% |
| November 30, 2021 | 63.09% |
| October 31, 2021 | 63.09% |
| September 30, 2021 | 63.09% |
| August 31, 2021 | 63.09% |
| July 31, 2021 | 63.09% |
| June 30, 2021 | 61.18% |
| May 31, 2021 | 61.18% |
| April 30, 2021 | 62.33% |
| March 31, 2021 | 71.06% |
| February 28, 2021 | 71.06% |
| January 31, 2021 | 79.52% |
| December 31, 2020 | 79.52% |
| November 30, 2020 | 80.04% |
| October 31, 2020 | 80.04% |
| September 30, 2020 | 80.04% |
| August 31, 2020 | 80.04% |
| July 31, 2020 | 80.04% |
| June 30, 2020 | 80.04% |
| May 31, 2020 | 80.04% |
| April 30, 2020 | 80.04% |
| March 31, 2020 | 80.04% |
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
61.18%
Minimum
May 2021
80.04%
Maximum
May 2019
70.04%
Average
64.93%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
| PTC Therapeutics Inc | 73.78% |
| Amgen Inc | 24.86% |
| Regenxbio Inc | 79.47% |
| Apellis Pharmaceuticals Inc | 74.65% |
| Alnylam Pharmaceuticals Inc | 52.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.02 |
| Beta (5Y) | 0.9496 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.23% |
| Historical Sharpe Ratio (5Y) | -0.0078 |
| Historical Sortino (5Y) | -0.0112 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.45% |