CRISPR Therapeutics AG (CRSP)
53.13
-2.52
(-4.53%)
USD |
NASDAQ |
Apr 25, 09:52
CRISPR Therapeutics Max Drawdown (5Y): 81.61% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 81.61% |
| February 29, 2024 | 81.61% |
| January 31, 2024 | 81.61% |
| December 31, 2023 | 81.61% |
| November 30, 2023 | 81.61% |
| October 31, 2023 | 81.61% |
| September 30, 2023 | 81.34% |
| August 31, 2023 | 81.34% |
| July 31, 2023 | 81.34% |
| June 30, 2023 | 81.34% |
| May 31, 2023 | 81.34% |
| April 30, 2023 | 81.34% |
| March 31, 2023 | 81.34% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
69.11%
Minimum
Apr 2019
81.61%
Maximum
Oct 2023
73.96%
Average
69.11%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Vertex Pharmaceuticals Inc | 41.60% |
| Intellia Therapeutics Inc | 86.90% |
| Novartis AG | 25.99% |
| Verve Therapeutics Inc | -- |
| AC Immune SA | 89.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.17 |
| Beta (5Y) | 1.759 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.05% |
| Historical Sharpe Ratio (5Y) | 0.1684 |
| Historical Sortino (5Y) | 0.4618 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.26% |