Biomarin Pharmaceutical Inc (BMRN)
89.53
+0.90
(+1.02%)
USD |
NASDAQ |
Apr 22, 16:00
89.52
0.00 (0.00%)
Pre-Market: 20:00
Biomarin Pharmaceutical Max Drawdown (5Y): 56.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 56.90% |
July 31, 2020 | 56.90% |
June 30, 2020 | 56.90% |
May 31, 2020 | 56.90% |
April 30, 2020 | 56.90% |
March 31, 2020 | 56.90% |
February 29, 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
56.59%
Minimum
Apr 2019
56.90%
Maximum
Oct 2019
56.87%
Average
56.90%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
Eli Lilly and Co | 22.48% |
Merck & Co Inc | 27.26% |
Pfizer Inc | 53.93% |
Bristol-Myers Squibb Co | 39.24% |
Moderna Inc | 85.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.416 |
Beta (5Y) | 0.3127 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.54% |
Historical Sharpe Ratio (5Y) | -0.0676 |
Historical Sortino (5Y) | -0.0937 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.94% |