CRISPR Therapeutics AG (CRSP)
43.44
+0.30 (+0.68%)
USD |
NASDAQ |
Mar 24, 16:00
43.43
0.00 (0.00%)
After-Hours: 18:22
CRISPR Therapeutics Max Drawdown (5Y): 81.34% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 81.34% |
| January 31, 2023 | 81.34% |
| December 31, 2022 | 81.34% |
| November 30, 2022 | 79.42% |
| October 31, 2022 | 79.42% |
| September 30, 2022 | 79.42% |
| August 31, 2022 | 79.42% |
| July 31, 2022 | 79.42% |
| June 30, 2022 | 79.42% |
| May 31, 2022 | 79.42% |
| April 30, 2022 | 76.38% |
| March 31, 2022 | 74.68% |
| February 28, 2022 | 74.65% |
| January 31, 2022 | 72.02% |
| December 31, 2021 | 69.11% |
| November 30, 2021 | 69.11% |
| October 31, 2021 | 69.11% |
| September 30, 2021 | 69.11% |
| August 31, 2021 | 69.11% |
| July 31, 2021 | 69.11% |
| June 30, 2021 | 69.11% |
| May 31, 2021 | 69.11% |
| April 30, 2021 | 69.11% |
| March 31, 2021 | 69.11% |
| February 28, 2021 | 69.11% |
| Date | Value |
|---|---|
| January 31, 2021 | 69.11% |
| December 31, 2020 | 69.11% |
| November 30, 2020 | 69.11% |
| October 31, 2020 | 69.11% |
| September 30, 2020 | 69.11% |
| August 31, 2020 | 69.11% |
| July 31, 2020 | 69.11% |
| June 30, 2020 | 69.11% |
| May 31, 2020 | 69.11% |
| April 30, 2020 | 69.11% |
| March 31, 2020 | 69.11% |
| February 29, 2020 | 69.11% |
| January 31, 2020 | 69.11% |
| December 31, 2019 | 69.11% |
| November 30, 2019 | 69.11% |
| October 31, 2019 | 69.11% |
| September 30, 2019 | 69.11% |
| August 31, 2019 | 69.11% |
| July 31, 2019 | 69.11% |
| June 30, 2019 | 69.11% |
| May 31, 2019 | 69.11% |
| April 30, 2019 | 69.11% |
| March 31, 2019 | 69.11% |
| February 28, 2019 | 69.11% |
| January 31, 2019 | 69.11% |
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
42.60%
Minimum
Mar 2018
81.34%
Maximum
Dec 2022
67.80%
Average
69.11%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Vertex Pharmaceuticals Inc | 41.60% |
| Intellia Therapeutics Inc | 81.21% |
| Beam Therapeutics Inc | -- |
| Editas Medicine Inc | 91.38% |
| AC Immune SA | 89.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.72 |
| Beta (5Y) | 1.733 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.82% |
| Historical Sharpe Ratio (5Y) | 0.3122 |
| Historical Sortino (5Y) | 0.7313 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.29% |