Theravance Biopharma Inc (TBPH)
9.46
+0.09
(+0.96%)
USD |
NASDAQ |
May 03, 16:00
9.46
0.00 (0.00%)
After-Hours: 20:00
Theravance Biopharma Max Drawdown (5Y): 84.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.09% |
March 31, 2024 | 84.09% |
February 29, 2024 | 84.09% |
January 31, 2024 | 84.09% |
December 31, 2023 | 84.09% |
November 30, 2023 | 84.09% |
October 31, 2023 | 84.09% |
September 30, 2023 | 84.09% |
August 31, 2023 | 84.09% |
July 31, 2023 | 84.09% |
June 30, 2023 | 84.09% |
May 31, 2023 | 84.09% |
April 30, 2023 | 84.09% |
March 31, 2023 | 84.09% |
February 28, 2023 | 84.09% |
January 31, 2023 | 84.09% |
December 31, 2022 | 84.09% |
November 30, 2022 | 84.09% |
October 31, 2022 | 84.09% |
September 30, 2022 | 84.09% |
August 31, 2022 | 84.09% |
July 31, 2022 | 84.09% |
June 30, 2022 | 84.09% |
May 31, 2022 | 84.09% |
April 30, 2022 | 84.09% |
Date | Value |
---|---|
March 31, 2022 | 84.09% |
February 28, 2022 | 84.09% |
January 31, 2022 | 84.09% |
December 31, 2021 | 84.09% |
November 30, 2021 | 84.09% |
October 31, 2021 | 84.09% |
September 30, 2021 | 84.09% |
August 31, 2021 | 80.66% |
July 31, 2021 | 69.50% |
June 30, 2021 | 65.88% |
May 31, 2021 | 65.26% |
April 30, 2021 | 65.26% |
March 31, 2021 | 65.26% |
February 28, 2021 | 65.26% |
January 31, 2021 | 65.26% |
December 31, 2020 | 65.26% |
November 30, 2020 | 65.26% |
October 31, 2020 | 65.26% |
September 30, 2020 | 65.26% |
August 31, 2020 | 63.35% |
July 31, 2020 | 64.24% |
June 30, 2020 | 68.80% |
May 31, 2020 | 68.80% |
April 30, 2020 | 68.80% |
March 31, 2020 | 68.80% |
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
63.35%
Minimum
Aug 2020
84.09%
Maximum
Sep 2021
76.42%
Average
84.09%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Corcept Therapeutics Inc | 60.35% |
Nektar Therapeutics | 99.30% |
Vanda Pharmaceuticals Inc | 89.11% |
Fate Therapeutics Inc | 98.59% |
FibroGen Inc | 99.37% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.86 |
Beta (5Y) | 0.3636 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.29% |
Historical Sharpe Ratio (5Y) | -0.4309 |
Historical Sortino (5Y) | -0.664 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.25% |