bluebird bio Inc (BLUE)
0.474
+0.01
(+1.72%)
USD |
NASDAQ |
Nov 04, 13:10
bluebird bio Max Drawdown (5Y): 99.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.05% |
| September 30, 2024 | 99.04% |
| August 31, 2024 | 98.85% |
| July 31, 2024 | 98.84% |
| June 30, 2024 | 98.84% |
| May 31, 2024 | 98.84% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
99.05%
Maximum
Oct 2024
92.60%
Average
97.17%
Median
Max Drawdown (5Y) Benchmarks
| Perspective Therapeutics Inc | 91.70% |
| Protalix BioTherapeutics Inc | 94.35% |
| Predictive Oncology Inc | 99.94% |
| Spectral AI Inc | -- |
| Vertex Pharmaceuticals Inc | 41.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -71.09 |
| Beta (5Y) | 0.7501 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.34% |
| Historical Sharpe Ratio (5Y) | -0.8152 |
| Historical Sortino (5Y) | -1.251 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.61% |