BeiGene Ltd (BGNE)
194.56
+0.30
(+0.15%)
USD |
NASDAQ |
Nov 21, 16:00
194.76
+0.20
(+0.10%)
After-Hours: 20:00
BeiGene Max Drawdown (5Y): 69.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.96% |
| September 30, 2024 | 69.96% |
| August 31, 2024 | 69.96% |
| July 31, 2024 | 69.96% |
| June 30, 2024 | 69.96% |
| May 31, 2024 | 69.96% |
| April 30, 2024 | 69.96% |
| March 31, 2024 | 69.96% |
| February 29, 2024 | 69.96% |
| January 31, 2024 | 69.96% |
| December 31, 2023 | 69.96% |
| November 30, 2023 | 69.96% |
| October 31, 2023 | 69.96% |
| September 30, 2023 | 69.96% |
| August 31, 2023 | 69.96% |
| July 31, 2023 | 69.96% |
| June 30, 2023 | 69.96% |
| May 31, 2023 | 69.96% |
| April 30, 2023 | 69.96% |
| March 31, 2023 | 69.96% |
| February 28, 2023 | 69.96% |
| January 31, 2023 | 69.96% |
| December 31, 2022 | 69.96% |
| November 30, 2022 | 69.96% |
| October 31, 2022 | 69.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.96% |
| August 31, 2022 | 69.96% |
| July 31, 2022 | 69.96% |
| June 30, 2022 | 69.96% |
| May 31, 2022 | 69.96% |
| April 30, 2022 | 63.66% |
| March 31, 2022 | 63.66% |
| February 28, 2022 | 50.63% |
| January 31, 2022 | 50.63% |
| December 31, 2021 | 50.63% |
| November 30, 2021 | 50.63% |
| October 31, 2021 | 50.63% |
| September 30, 2021 | 50.63% |
| August 31, 2021 | 50.63% |
| July 31, 2021 | 50.63% |
| June 30, 2021 | 50.63% |
| May 31, 2021 | 50.63% |
| April 30, 2021 | 50.63% |
| March 31, 2021 | 50.63% |
| February 28, 2021 | 50.63% |
| January 31, 2021 | 50.63% |
| December 31, 2020 | 50.63% |
| November 30, 2020 | 50.63% |
| October 31, 2020 | 50.63% |
| September 30, 2020 | 50.63% |
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
50.63%
Minimum
Nov 2019
69.96%
Maximum
May 2022
60.73%
Average
66.81%
Median
Max Drawdown (5Y) Benchmarks
| Theravance Biopharma Inc | 84.09% |
| Merck & Co Inc | 27.26% |
| Bristol-Myers Squibb Co | 47.67% |
| Zai Lab Ltd | -- |
| Halozyme Therapeutics Inc | 49.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.563 |
| Beta (5Y) | 0.6300 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.08% |
| Historical Sharpe Ratio (5Y) | 0.103 |
| Historical Sortino (5Y) | 0.2157 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.69% |