Cogent Biosciences Inc (COGT)
6.71
+0.69
(+11.46%)
USD |
NASDAQ |
Apr 29, 16:00
6.52
-0.19
(-2.83%)
Pre-Market: 08:17
Cogent Biosciences Max Drawdown (5Y): 98.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 98.09% |
February 29, 2024 | 98.09% |
January 31, 2024 | 98.09% |
December 31, 2023 | 98.09% |
November 30, 2023 | 98.09% |
October 31, 2023 | 98.09% |
September 30, 2023 | 98.09% |
August 31, 2023 | 98.09% |
July 31, 2023 | 98.09% |
June 30, 2023 | 98.09% |
May 31, 2023 | 98.09% |
April 30, 2023 | 98.09% |
March 31, 2023 | 98.09% |
February 28, 2023 | 98.09% |
January 31, 2023 | 98.09% |
December 31, 2022 | 98.09% |
November 30, 2022 | 98.09% |
October 31, 2022 | 98.09% |
September 30, 2022 | 98.09% |
August 31, 2022 | 98.09% |
July 31, 2022 | 98.09% |
June 30, 2022 | 98.09% |
May 31, 2022 | 98.09% |
April 30, 2022 | 98.09% |
March 31, 2022 | 98.09% |
Date | Value |
---|---|
February 28, 2022 | 98.09% |
January 31, 2022 | 98.09% |
December 31, 2021 | 98.09% |
November 30, 2021 | 98.09% |
October 31, 2021 | 98.09% |
September 30, 2021 | 98.09% |
August 31, 2021 | 98.09% |
July 31, 2021 | 98.09% |
June 30, 2021 | 98.09% |
May 31, 2021 | 98.09% |
April 30, 2021 | 98.09% |
March 31, 2021 | 98.09% |
February 28, 2021 | 98.09% |
January 31, 2021 | 98.09% |
December 31, 2020 | 98.09% |
November 30, 2020 | 98.09% |
October 31, 2020 | 98.09% |
September 30, 2020 | 98.09% |
August 31, 2020 | 98.09% |
July 31, 2020 | 98.09% |
June 30, 2020 | 98.09% |
May 31, 2020 | 98.09% |
April 30, 2020 | 98.09% |
March 31, 2020 | 98.09% |
February 29, 2020 | 96.96% |
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
80.68%
Minimum
Apr 2019
98.09%
Maximum
Mar 2020
96.75%
Average
98.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
QuidelOrtho Corp | 86.17% |
NeuroOne Medical Technologies Corp | 98.03% |
Agios Pharmaceuticals Inc | 82.86% |
Tenon Medical Inc | -- |
DIH Holding US Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.12 |
Beta (5Y) | 1.505 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 232.0% |
Historical Sharpe Ratio (5Y) | -0.0839 |
Historical Sortino (5Y) | -0.4473 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.99% |