Xencor Inc (XNCR)
24.11
+0.48
(+2.03%)
USD |
NASDAQ |
May 03, 16:00
24.10
-0.02
(-0.06%)
After-Hours: 20:00
Xencor Max Drawdown (5Y): 69.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.32% |
| March 31, 2024 | 69.32% |
| February 29, 2024 | 69.32% |
| January 31, 2024 | 69.32% |
| December 31, 2023 | 69.32% |
| November 30, 2023 | 69.32% |
| October 31, 2023 | 68.91% |
| September 30, 2023 | 63.36% |
| August 31, 2023 | 63.36% |
| July 31, 2023 | 63.36% |
| June 30, 2023 | 63.36% |
| May 31, 2023 | 63.36% |
| April 30, 2023 | 63.36% |
| March 31, 2023 | 63.36% |
| February 28, 2023 | 63.36% |
| January 31, 2023 | 63.36% |
| December 31, 2022 | 63.36% |
| November 30, 2022 | 63.36% |
| October 31, 2022 | 63.36% |
| September 30, 2022 | 63.36% |
| August 31, 2022 | 63.36% |
| July 31, 2022 | 63.36% |
| June 30, 2022 | 63.36% |
| May 31, 2022 | 58.74% |
| April 30, 2022 | 56.58% |
| Date | Value |
|---|---|
| March 31, 2022 | 56.58% |
| February 28, 2022 | 56.58% |
| January 31, 2022 | 56.58% |
| December 31, 2021 | 56.58% |
| November 30, 2021 | 56.58% |
| October 31, 2021 | 56.58% |
| September 30, 2021 | 56.58% |
| August 31, 2021 | 56.58% |
| July 31, 2021 | 56.58% |
| June 30, 2021 | 56.58% |
| May 31, 2021 | 56.58% |
| April 30, 2021 | 56.58% |
| March 31, 2021 | 56.58% |
| February 28, 2021 | 56.58% |
| January 31, 2021 | 56.58% |
| December 31, 2020 | 56.58% |
| November 30, 2020 | 58.51% |
| October 31, 2020 | 58.51% |
| September 30, 2020 | 58.51% |
| August 31, 2020 | 58.51% |
| July 31, 2020 | 58.51% |
| June 30, 2020 | 58.51% |
| May 31, 2020 | 58.51% |
| April 30, 2020 | 58.51% |
| March 31, 2020 | 58.51% |
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
56.58%
Minimum
Dec 2020
69.32%
Maximum
Nov 2023
60.52%
Average
58.51%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Ionis Pharmaceuticals Inc | 70.27% |
| Karyopharm Therapeutics Inc | 97.56% |
| NovaBay Pharmaceuticals Inc | 99.91% |
| Palatin Technologies Inc | 96.46% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.99 |
| Beta (5Y) | 0.7685 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.83% |
| Historical Sharpe Ratio (5Y) | -0.2149 |
| Historical Sortino (5Y) | -0.5016 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.37% |