WAVE Life Sciences Ltd (WVE)
6.14
+0.26
(+4.42%)
USD |
NASDAQ |
May 03, 16:00
6.14
0.00 (0.00%)
After-Hours: 20:00
WAVE Life Sciences Max Drawdown (5Y): 97.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.77% |
| March 31, 2024 | 97.77% |
| February 29, 2024 | 97.77% |
| January 31, 2024 | 97.77% |
| December 31, 2023 | 97.77% |
| November 30, 2023 | 97.77% |
| October 31, 2023 | 97.77% |
| September 30, 2023 | 97.77% |
| August 31, 2023 | 97.77% |
| July 31, 2023 | 97.77% |
| June 30, 2023 | 97.77% |
| May 31, 2023 | 97.77% |
| April 30, 2023 | 97.77% |
| March 31, 2023 | 97.77% |
| February 28, 2023 | 97.77% |
| January 31, 2023 | 97.77% |
| December 31, 2022 | 97.77% |
| November 30, 2022 | 97.77% |
| October 31, 2022 | 97.77% |
| September 30, 2022 | 97.77% |
| August 31, 2022 | 97.77% |
| July 31, 2022 | 97.77% |
| June 30, 2022 | 97.77% |
| May 31, 2022 | 97.77% |
| April 30, 2022 | 96.68% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.38% |
| February 28, 2022 | 96.27% |
| January 31, 2022 | 96.27% |
| December 31, 2021 | 94.31% |
| November 30, 2021 | 92.93% |
| October 31, 2021 | 92.14% |
| September 30, 2021 | 91.14% |
| August 31, 2021 | 90.07% |
| July 31, 2021 | 90.07% |
| June 30, 2021 | 89.84% |
| May 31, 2021 | 89.84% |
| April 30, 2021 | 89.84% |
| March 31, 2021 | 89.84% |
| February 28, 2021 | 87.43% |
| January 31, 2021 | 87.43% |
| December 31, 2020 | 87.43% |
| November 30, 2020 | 87.43% |
| October 31, 2020 | 87.43% |
| September 30, 2020 | 87.43% |
| August 31, 2020 | 87.43% |
| July 31, 2020 | 87.43% |
| June 30, 2020 | 87.43% |
| May 31, 2020 | 87.43% |
| April 30, 2020 | 87.43% |
| March 31, 2020 | 87.43% |
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
61.44%
Minimum
May 2019
97.77%
Maximum
May 2022
90.09%
Average
92.54%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.61 |
| Beta (5Y) | -0.9883 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.46% |
| Historical Sharpe Ratio (5Y) | -0.3209 |
| Historical Sortino (5Y) | -0.6065 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.96% |