Arvinas Inc (ARVN)
31.76
+0.16
(+0.51%)
USD |
NASDAQ |
Apr 26, 10:51
Arvinas Max Drawdown (5Y): 86.85% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 86.85% |
| February 29, 2024 | 86.85% |
| January 31, 2024 | 86.85% |
| December 31, 2023 | 86.85% |
| November 30, 2023 | 86.85% |
| October 31, 2023 | 86.85% |
| September 30, 2023 | 81.79% |
| August 31, 2023 | 79.86% |
| July 31, 2023 | 79.86% |
| June 30, 2023 | 79.86% |
| May 31, 2023 | 79.76% |
| April 30, 2023 | 76.54% |
| March 31, 2023 | 75.76% |
| February 28, 2023 | 73.51% |
| January 31, 2023 | 73.51% |
| December 31, 2022 | 69.90% |
| November 30, 2022 | 66.62% |
| October 31, 2022 | 66.62% |
| September 30, 2022 | 66.62% |
| August 31, 2022 | 66.62% |
| July 31, 2022 | 66.62% |
| June 30, 2022 | 66.62% |
| May 31, 2022 | 64.42% |
| April 30, 2022 | 64.42% |
| March 31, 2022 | 64.42% |
| Date | Value |
|---|---|
| February 28, 2022 | 64.42% |
| January 31, 2022 | 64.42% |
| December 31, 2021 | 64.42% |
| November 30, 2021 | 64.42% |
| October 31, 2021 | 64.42% |
| September 30, 2021 | 64.42% |
| August 31, 2021 | 64.42% |
| July 31, 2021 | 64.42% |
| June 30, 2021 | 64.42% |
| May 31, 2021 | 64.42% |
| April 30, 2021 | 64.42% |
| March 31, 2021 | 64.42% |
| February 28, 2021 | 64.42% |
| January 31, 2021 | 64.42% |
| December 31, 2020 | 64.42% |
| November 30, 2020 | 64.42% |
| October 31, 2020 | 64.42% |
| September 30, 2020 | 59.48% |
| August 31, 2020 | 57.00% |
| July 31, 2020 | 47.34% |
| June 30, 2020 | 47.34% |
| May 31, 2020 | 44.26% |
| April 30, 2020 | 44.26% |
| March 31, 2020 | 44.26% |
| February 29, 2020 | 44.26% |
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
39.71%
Minimum
Apr 2019
86.85%
Maximum
Oct 2023
63.05%
Average
64.42%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Pfizer Inc | 53.93% |
| Bristol-Myers Squibb Co | 39.24% |
| Janux Therapeutics Inc | -- |
| Geron Corp | 86.09% |
| Verastem Inc | 97.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.516 |
| Beta (5Y) | 1.942 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 126.6% |
| Historical Sharpe Ratio (5Y) | 0.1646 |
| Historical Sortino (5Y) | 0.6187 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.23% |