Alpine Immune Sciences Inc (ALPN)
64.68
-0.02
(-0.03%)
USD |
NASDAQ |
Apr 30, 11:01
Alpine Immune Sciences Max Drawdown (5Y): 97.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 97.33% |
February 29, 2024 | 97.33% |
January 31, 2024 | 97.33% |
December 31, 2023 | 97.33% |
November 30, 2023 | 97.33% |
October 31, 2023 | 97.33% |
September 30, 2023 | 97.33% |
August 31, 2023 | 97.33% |
July 31, 2023 | 97.33% |
June 30, 2023 | 97.33% |
May 31, 2023 | 97.33% |
April 30, 2023 | 97.33% |
March 31, 2023 | 97.33% |
February 28, 2023 | 97.33% |
January 31, 2023 | 97.33% |
December 31, 2022 | 97.33% |
November 30, 2022 | 97.33% |
October 31, 2022 | 97.33% |
September 30, 2022 | 97.33% |
August 31, 2022 | 97.33% |
July 31, 2022 | 97.33% |
June 30, 2022 | 97.33% |
May 31, 2022 | 97.33% |
April 30, 2022 | 97.33% |
March 31, 2022 | 97.33% |
Date | Value |
---|---|
February 28, 2022 | 97.33% |
January 31, 2022 | 97.33% |
December 31, 2021 | 97.33% |
November 30, 2021 | 97.33% |
October 31, 2021 | 97.33% |
September 30, 2021 | 97.33% |
August 31, 2021 | 97.33% |
July 31, 2021 | 97.33% |
June 30, 2021 | 97.33% |
May 31, 2021 | 97.33% |
April 30, 2021 | 97.33% |
March 31, 2021 | 97.33% |
February 28, 2021 | 97.33% |
January 31, 2021 | 97.33% |
December 31, 2020 | 97.33% |
November 30, 2020 | 97.33% |
October 31, 2020 | 97.33% |
September 30, 2020 | 97.33% |
August 31, 2020 | 97.33% |
July 31, 2020 | 97.33% |
June 30, 2020 | 97.33% |
May 31, 2020 | 97.33% |
April 30, 2020 | 97.33% |
March 31, 2020 | 97.33% |
February 29, 2020 | 96.96% |
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
95.44%
Minimum
Apr 2019
97.33%
Maximum
Mar 2020
97.11%
Average
97.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vertex Pharmaceuticals Inc | 41.60% |
Eliem Therapeutics Inc | -- |
Regeneron Pharmaceuticals Inc | 53.84% |
Vera Therapeutics Inc | -- |
Eyenovia Inc | 86.69% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 25.14 |
Beta (5Y) | 1.140 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.9% |
Historical Sharpe Ratio (5Y) | 0.3815 |
Historical Sortino (5Y) | 1.169 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.36% |