BridgeBio Pharma Inc (BBIO)
23.24
+0.20
(+0.87%)
USD |
NASDAQ |
Nov 21, 16:00
23.30
+0.06
(+0.26%)
After-Hours: 07:56
BridgeBio Pharma Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Alnylam Pharmaceuticals Inc | 42.46% |
| Pfizer Inc | 54.78% |
| Vertex Pharmaceuticals Inc | 41.60% |
| PTC Therapeutics Inc | 73.78% |
| Bristol-Myers Squibb Co | 47.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.72 |
| Beta (5Y) | 1.089 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.64% |
| Historical Sharpe Ratio (5Y) | -0.0197 |
| Historical Sortino (5Y) | -0.0356 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.41% |