Arbutus Biopharma Corp (ABUS)
3.46
+0.02
(+0.58%)
USD |
NASDAQ |
Nov 21, 16:00
3.46
0.00 (0.00%)
After-Hours: 20:00
Arbutus Biopharma Max Drawdown (5Y): 95.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 95.31% |
September 30, 2024 | 96.69% |
August 31, 2024 | 96.69% |
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
95.31%
Minimum
Oct 2024
96.69%
Maximum
Nov 2019
96.66%
Average
96.69%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Biomarin Pharmaceutical Inc | 52.14% |
Amicus Therapeutics Inc | 74.97% |
Ionis Pharmaceuticals Inc | 70.27% |
GlycoMimetics Inc | 98.15% |
FibroGen Inc | 99.46% |
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% |