Biogen Inc (BIIB)
208.98
+6.52
(+3.22%)
USD |
NASDAQ |
Apr 26, 16:00
209.50
+0.52
(+0.25%)
After-Hours: 17:25
Biogen Max Drawdown (5Y): 54.78% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 52.81% |
July 31, 2020 | 52.81% |
June 30, 2020 | 52.81% |
May 31, 2020 | 52.81% |
April 30, 2020 | 52.81% |
March 31, 2020 | 52.81% |
February 29, 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
54.78%
Maximum
May 2022
53.18%
Average
52.81%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Eli Lilly and Co | 22.48% |
Bristol-Myers Squibb Co | 39.24% |
Gilead Sciences Inc | 43.18% |
AbbVie Inc | 45.08% |
Regeneron Pharmaceuticals Inc | 53.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.621 |
Beta (5Y) | -0.015 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.89% |
Historical Sharpe Ratio (5Y) | -0.1063 |
Historical Sortino (5Y) | -0.2389 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.83% |