Adverum Biotechnologies Inc (ADVM)
9.65
+0.26
(+2.77%)
USD |
NASDAQ |
Apr 26, 10:07
Adverum Biotechnologies Max Drawdown (5Y): 97.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.89% |
| February 29, 2024 | 97.89% |
| January 31, 2024 | 97.89% |
| December 31, 2023 | 97.89% |
| November 30, 2023 | 97.89% |
| October 31, 2023 | 97.89% |
| September 30, 2023 | 97.89% |
| August 31, 2023 | 97.89% |
| July 31, 2023 | 97.89% |
| June 30, 2023 | 97.89% |
| May 31, 2023 | 97.89% |
| April 30, 2023 | 97.89% |
| March 31, 2023 | 97.89% |
| February 28, 2023 | 97.89% |
| January 31, 2023 | 97.89% |
| December 31, 2022 | 97.89% |
| November 30, 2022 | 97.50% |
| October 31, 2022 | 96.84% |
| September 30, 2022 | 96.84% |
| August 31, 2022 | 96.84% |
| July 31, 2022 | 96.84% |
| June 30, 2022 | 96.84% |
| May 31, 2022 | 96.84% |
| April 30, 2022 | 95.92% |
| March 31, 2022 | 95.92% |
| Date | Value |
|---|---|
| February 28, 2022 | 95.92% |
| January 31, 2022 | 95.92% |
| December 31, 2021 | 95.92% |
| November 30, 2021 | 95.92% |
| October 31, 2021 | 95.92% |
| September 30, 2021 | 95.92% |
| August 31, 2021 | 95.92% |
| July 31, 2021 | 95.92% |
| June 30, 2021 | 95.92% |
| May 31, 2021 | 95.92% |
| April 30, 2021 | 95.92% |
| March 31, 2021 | 95.92% |
| February 28, 2021 | 95.92% |
| January 31, 2021 | 95.92% |
| December 31, 2020 | 95.92% |
| November 30, 2020 | 95.92% |
| October 31, 2020 | 95.92% |
| September 30, 2020 | 95.92% |
| August 31, 2020 | 95.92% |
| July 31, 2020 | 95.92% |
| June 30, 2020 | 95.92% |
| May 31, 2020 | 95.92% |
| April 30, 2020 | 95.92% |
| March 31, 2020 | 95.92% |
| February 29, 2020 | 95.92% |
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
95.92%
Minimum
Apr 2019
97.89%
Maximum
Dec 2022
96.57%
Average
95.92%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Karyopharm Therapeutics Inc | 97.56% |
| Ardelyx Inc | 95.33% |
| Minerva Neurosciences Inc | 98.78% |
| Arcutis Biotherapeutics Inc | -- |
| 4D Molecular Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.95 |
| Beta (5Y) | 0.8353 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.0% |
| Historical Sharpe Ratio (5Y) | -0.2236 |
| Historical Sortino (5Y) | -0.519 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.27% |