BeiGene Ltd (BGNE)

176.50 +1.78 (+1.02%) USD  |  NASDAQ  |  Dec 20, 16:00
177.10 +0.60 (+0.34%) After-Hours: 20:00
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BeiGene Max Drawdown (5Y): 69.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Theravance Biopharma Inc 84.09%
Merck & Co Inc 27.26%
Dr Reddy's Laboratories Ltd 47.61%
Bristol-Myers Squibb Co 47.67%
Zai Lab Ltd 92.84%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.937
Beta (5Y) 0.5731
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 54.32%
Historical Sharpe Ratio (5Y) -0.0236
Historical Sortino (5Y) -0.0499
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.69%