bluebird bio Inc (BLUE)
0.9116
+0.02
(+1.88%)
USD |
NASDAQ |
May 01, 16:00
0.9116
0.00 (0.00%)
After-Hours: 19:21
bluebird bio Max Drawdown (5Y): 98.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.84% |
March 31, 2024 | 98.84% |
February 29, 2024 | 98.84% |
January 31, 2024 | 98.73% |
December 31, 2023 | 98.37% |
November 30, 2023 | 97.46% |
October 31, 2023 | 97.46% |
September 30, 2023 | 97.46% |
August 31, 2023 | 97.46% |
July 31, 2023 | 97.46% |
June 30, 2023 | 97.46% |
May 31, 2023 | 97.46% |
April 30, 2023 | 97.46% |
March 31, 2023 | 97.46% |
February 28, 2023 | 97.46% |
January 31, 2023 | 97.46% |
December 31, 2022 | 97.46% |
November 30, 2022 | 97.46% |
October 31, 2022 | 97.46% |
September 30, 2022 | 97.46% |
August 31, 2022 | 97.46% |
July 31, 2022 | 97.46% |
June 30, 2022 | 97.46% |
May 31, 2022 | 97.46% |
April 30, 2022 | 96.87% |
Date | Value |
---|---|
March 31, 2022 | 96.49% |
February 28, 2022 | 95.00% |
January 31, 2022 | 94.03% |
December 31, 2021 | 94.03% |
November 30, 2021 | 94.03% |
October 31, 2021 | 92.55% |
September 30, 2021 | 92.55% |
August 31, 2021 | 92.55% |
July 31, 2021 | 89.10% |
June 30, 2021 | 89.01% |
May 31, 2021 | 89.01% |
April 30, 2021 | 89.01% |
March 31, 2021 | 89.01% |
February 28, 2021 | 89.01% |
January 31, 2021 | 82.67% |
December 31, 2020 | 82.67% |
November 30, 2020 | 82.67% |
October 31, 2020 | 82.67% |
September 30, 2020 | 82.67% |
August 31, 2020 | 82.67% |
July 31, 2020 | 82.67% |
June 30, 2020 | 82.67% |
May 31, 2020 | 82.67% |
April 30, 2020 | 82.67% |
March 31, 2020 | 82.67% |
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
81.36%
Minimum
May 2019
98.84%
Maximum
Feb 2024
90.84%
Average
93.29%
Median
Max Drawdown (5Y) Benchmarks
Vertex Pharmaceuticals Inc | 41.60% |
Novavax Inc | 98.82% |
Motus GI Holdings Inc | 99.99% |
Tivic Health Systems Inc | -- |
AIM ImmunoTech Inc | 99.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -69.40 |
Beta (5Y) | 0.8166 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.89% |
Historical Sharpe Ratio (5Y) | -0.8272 |
Historical Sortino (5Y) | -1.308 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.40% |