Biogen Inc (BIIB)
142.47
+3.31
(+2.38%)
USD |
NASDAQ |
Mar 26, 16:00
142.10
-0.37
(-0.26%)
After-Hours: 20:00
Biogen Max Drawdown (5Y): 67.83% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Eli Lilly and Co | 24.27% |
| Sage Therapeutics Inc | 96.91% |
| Moderna Inc | 93.70% |
| Johnson & Johnson | 27.36% |
| Vertex Pharmaceuticals Inc | 41.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.27 |
| Beta (5Y) | 0.0123 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.62% |
| Historical Sharpe Ratio (5Y) | -0.5085 |
| Historical Sortino (5Y) | -1.108 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.06% |