Arvinas Inc (ARVN)
26.80
-0.10
(-0.37%)
USD |
NASDAQ |
Nov 04, 16:00
26.81
+0.01
(+0.04%)
After-Hours: 20:00
Arvinas Max Drawdown (5Y): 86.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.85% |
| September 30, 2024 | 86.85% |
| August 31, 2024 | 86.85% |
| July 31, 2024 | 86.85% |
| June 30, 2024 | 86.85% |
| May 31, 2024 | 86.85% |
| April 30, 2024 | 86.85% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
44.26%
Minimum
Nov 2019
86.85%
Maximum
Oct 2023
68.47%
Average
64.42%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
| Oragenics Inc | 99.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.65 |
| Beta (5Y) | 1.963 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 121.2% |
| Historical Sharpe Ratio (5Y) | 0.0222 |
| Historical Sortino (5Y) | 0.0829 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.12% |