Biomarin Pharmaceutical Inc (BMRN)
66.60
+0.71
(+1.08%)
USD |
NASDAQ |
Nov 01, 16:00
66.60
0.00 (0.00%)
After-Hours: 20:00
Biomarin Pharmaceutical Max Drawdown (5Y): 52.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 52.14% |
September 30, 2024 | 52.14% |
August 31, 2024 | 52.14% |
July 31, 2024 | 56.53% |
June 30, 2024 | 56.90% |
May 31, 2024 | 56.90% |
April 30, 2024 | 56.90% |
March 31, 2024 | 56.90% |
February 29, 2024 | 56.90% |
January 31, 2024 | 56.90% |
December 31, 2023 | 56.90% |
November 30, 2023 | 56.90% |
October 31, 2023 | 56.90% |
September 30, 2023 | 56.90% |
August 31, 2023 | 56.90% |
July 31, 2023 | 56.90% |
June 30, 2023 | 56.90% |
May 31, 2023 | 56.90% |
April 30, 2023 | 56.90% |
March 31, 2023 | 56.90% |
February 28, 2023 | 56.90% |
January 31, 2023 | 56.90% |
December 31, 2022 | 56.90% |
November 30, 2022 | 56.90% |
October 31, 2022 | 56.90% |
Date | Value |
---|---|
September 30, 2022 | 56.90% |
August 31, 2022 | 56.90% |
July 31, 2022 | 56.90% |
June 30, 2022 | 56.90% |
May 31, 2022 | 56.90% |
April 30, 2022 | 56.90% |
March 31, 2022 | 56.90% |
February 28, 2022 | 56.90% |
January 31, 2022 | 56.90% |
December 31, 2021 | 56.90% |
November 30, 2021 | 56.90% |
October 31, 2021 | 56.90% |
September 30, 2021 | 56.90% |
August 31, 2021 | 56.90% |
July 31, 2021 | 56.90% |
June 30, 2021 | 56.90% |
May 31, 2021 | 56.90% |
April 30, 2021 | 56.90% |
March 31, 2021 | 56.90% |
February 28, 2021 | 56.90% |
January 31, 2021 | 56.90% |
December 31, 2020 | 56.90% |
November 30, 2020 | 56.90% |
October 31, 2020 | 56.90% |
September 30, 2020 | 56.90% |
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
52.14%
Minimum
Aug 2024
56.90%
Maximum
Nov 2019
56.66%
Average
56.90%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Merck & Co Inc | 27.26% |
Bristol-Myers Squibb Co | 47.67% |
Alnylam Pharmaceuticals Inc | 42.46% |
Bioventus Inc | -- |
Moderna Inc | 89.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.471 |
Beta (5Y) | 0.3116 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.55% |
Historical Sharpe Ratio (5Y) | -0.1251 |
Historical Sortino (5Y) | -0.1652 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.55% |