Arbutus Biopharma Corp (ABUS)
3.86
0.00 (0.00%)
USD |
NASDAQ |
Nov 05, 11:35
Arbutus Biopharma Max Drawdown (5Y): 93.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.95% |
| September 30, 2024 | 93.95% |
| August 31, 2024 | 94.55% |
| July 31, 2024 | 96.69% |
| June 30, 2024 | 96.69% |
| May 31, 2024 | 96.69% |
| April 30, 2024 | 96.69% |
| March 31, 2024 | 96.69% |
| February 29, 2024 | 96.69% |
| January 31, 2024 | 96.69% |
| December 31, 2023 | 96.69% |
| November 30, 2023 | 96.69% |
| October 31, 2023 | 96.69% |
| September 30, 2023 | 96.69% |
| August 31, 2023 | 96.69% |
| July 31, 2023 | 96.69% |
| June 30, 2023 | 96.69% |
| May 31, 2023 | 96.69% |
| April 30, 2023 | 96.69% |
| March 31, 2023 | 96.69% |
| February 28, 2023 | 96.69% |
| January 31, 2023 | 96.69% |
| December 31, 2022 | 96.69% |
| November 30, 2022 | 96.69% |
| October 31, 2022 | 96.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.69% |
| August 31, 2022 | 96.69% |
| July 31, 2022 | 96.69% |
| June 30, 2022 | 96.69% |
| May 31, 2022 | 96.69% |
| April 30, 2022 | 96.69% |
| March 31, 2022 | 96.69% |
| February 28, 2022 | 96.69% |
| January 31, 2022 | 96.69% |
| December 31, 2021 | 96.69% |
| November 30, 2021 | 96.69% |
| October 31, 2021 | 96.69% |
| September 30, 2021 | 96.69% |
| August 31, 2021 | 96.69% |
| July 31, 2021 | 96.69% |
| June 30, 2021 | 96.69% |
| May 31, 2021 | 96.69% |
| April 30, 2021 | 96.69% |
| March 31, 2021 | 96.69% |
| February 28, 2021 | 96.69% |
| January 31, 2021 | 96.69% |
| December 31, 2020 | 96.69% |
| November 30, 2020 | 96.69% |
| October 31, 2020 | 96.69% |
| September 30, 2020 | 96.69% |
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
93.95%
Minimum
Sep 2024
96.69%
Maximum
Nov 2019
96.56%
Average
96.69%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Biomarin Pharmaceutical Inc | 52.14% |
| GlycoMimetics Inc | 97.94% |
| FibroGen Inc | 99.46% |
| Cidara Therapeutics Inc | 95.11% |
| Cue Biopharma Inc | 98.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.088 |
| Beta (5Y) | 1.919 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.65% |
| Historical Sharpe Ratio (5Y) | 0.2325 |
| Historical Sortino (5Y) | 0.4937 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.10% |