Biogen Inc (BIIB)

146.47 -0.92 (-0.62%) USD  |  NASDAQ  |  Dec 20, 16:00
147.55 +1.08 (+0.74%) After-Hours: 20:00
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Biogen Max Drawdown (5Y): 62.52% 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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Eli Lilly and Co 24.12%
Pfizer Inc 54.78%
Regeneron Pharmaceuticals Inc 43.25%
Sage Therapeutics Inc 96.91%
Moderna Inc 92.39%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.06
Beta (5Y) -0.0807
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.82%
Historical Sharpe Ratio (5Y) -0.4062
Historical Sortino (5Y) -0.8784
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.39%