Biogen Inc (BIIB)
173.79
-0.21
(-0.12%)
USD |
NASDAQ |
Nov 01, 16:00
175.18
+1.39
(+0.80%)
After-Hours: 20:00
Biogen Max Drawdown (5Y): 58.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 58.04% |
September 30, 2024 | 54.78% |
August 31, 2024 | 54.78% |
July 31, 2024 | 54.78% |
June 30, 2024 | 54.78% |
May 31, 2024 | 54.78% |
April 30, 2024 | 54.78% |
March 31, 2024 | 54.78% |
February 29, 2024 | 54.78% |
January 31, 2024 | 54.78% |
December 31, 2023 | 54.78% |
November 30, 2023 | 54.78% |
October 31, 2023 | 54.78% |
September 30, 2023 | 54.78% |
August 31, 2023 | 54.78% |
July 31, 2023 | 54.78% |
June 30, 2023 | 54.78% |
May 31, 2023 | 54.78% |
April 30, 2023 | 54.78% |
March 31, 2023 | 54.78% |
February 28, 2023 | 54.78% |
January 31, 2023 | 54.78% |
December 31, 2022 | 54.78% |
November 30, 2022 | 54.78% |
October 31, 2022 | 54.78% |
Date | Value |
---|---|
September 30, 2022 | 54.78% |
August 31, 2022 | 54.78% |
July 31, 2022 | 54.78% |
June 30, 2022 | 54.78% |
May 31, 2022 | 54.78% |
April 30, 2022 | 53.28% |
March 31, 2022 | 53.28% |
February 28, 2022 | 51.02% |
January 31, 2022 | 50.57% |
December 31, 2021 | 50.57% |
November 30, 2021 | 50.57% |
October 31, 2021 | 50.57% |
September 30, 2021 | 50.57% |
August 31, 2021 | 50.57% |
July 31, 2021 | 50.57% |
June 30, 2021 | 50.57% |
May 31, 2021 | 50.57% |
April 30, 2021 | 50.57% |
March 31, 2021 | 52.81% |
February 28, 2021 | 52.81% |
January 31, 2021 | 52.81% |
December 31, 2020 | 52.81% |
November 30, 2020 | 52.81% |
October 31, 2020 | 52.81% |
September 30, 2020 | 52.81% |
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
50.57%
Minimum
Apr 2021
58.04%
Maximum
Oct 2024
53.46%
Average
54.03%
Median
Max Drawdown (5Y) Benchmarks
Eli Lilly and Co | 22.48% |
Ionis Pharmaceuticals Inc | 70.27% |
Sage Therapeutics Inc | 95.46% |
Regeneron Pharmaceuticals Inc | 43.25% |
Moderna Inc | 89.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.83 |
Beta (5Y) | -0.0601 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.46% |
Historical Sharpe Ratio (5Y) | -0.3659 |
Historical Sortino (5Y) | -0.8013 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.85% |