Blueprint Medicines Corp (BPMC)
94.15
-2.47
(-2.56%)
USD |
NASDAQ |
Nov 22, 16:00
94.20
+0.05
(+0.05%)
After-Hours: 20:00
Blueprint Medicines Max Drawdown (5Y): 69.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.50% |
| September 30, 2024 | 69.50% |
| August 31, 2024 | 69.50% |
| July 31, 2024 | 69.50% |
| June 30, 2024 | 69.50% |
| May 31, 2024 | 69.50% |
| April 30, 2024 | 69.50% |
| March 31, 2024 | 69.50% |
| February 29, 2024 | 69.50% |
| January 31, 2024 | 69.50% |
| December 31, 2023 | 69.50% |
| November 30, 2023 | 69.50% |
| October 31, 2023 | 69.50% |
| September 30, 2023 | 69.50% |
| August 31, 2023 | 69.50% |
| July 31, 2023 | 69.50% |
| June 30, 2023 | 69.50% |
| May 31, 2023 | 69.50% |
| April 30, 2023 | 69.50% |
| March 31, 2023 | 69.50% |
| February 28, 2023 | 69.50% |
| January 31, 2023 | 67.01% |
| December 31, 2022 | 67.01% |
| November 30, 2022 | 67.01% |
| October 31, 2022 | 63.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.66% |
| August 31, 2022 | 63.66% |
| July 31, 2022 | 63.66% |
| June 30, 2022 | 63.66% |
| May 31, 2022 | 58.35% |
| April 30, 2022 | 56.54% |
| March 31, 2022 | 56.54% |
| February 28, 2022 | 55.74% |
| January 31, 2022 | 55.74% |
| December 31, 2021 | 55.74% |
| November 30, 2021 | 55.74% |
| October 31, 2021 | 55.74% |
| September 30, 2021 | 55.74% |
| August 31, 2021 | 55.74% |
| July 31, 2021 | 55.74% |
| June 30, 2021 | 55.74% |
| May 31, 2021 | 55.74% |
| April 30, 2021 | 62.00% |
| March 31, 2021 | 62.00% |
| February 28, 2021 | 62.00% |
| January 31, 2021 | 62.86% |
| December 31, 2020 | 62.86% |
| November 30, 2020 | 62.86% |
| October 31, 2020 | 62.86% |
| September 30, 2020 | 62.86% |
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
55.74%
Minimum
May 2021
69.50%
Maximum
Feb 2023
63.94%
Average
62.86%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Biomarin Pharmaceutical Inc | 52.14% |
| Regeneron Pharmaceuticals Inc | 47.49% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.086 |
| Beta (5Y) | 0.5918 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.51% |
| Historical Sharpe Ratio (5Y) | 0.0496 |
| Historical Sortino (5Y) | 0.0902 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.90% |