Emergent BioSolutions Inc (EBS)
1.935
-0.02
(-0.77%)
USD |
NYSE |
Apr 26, 11:52
Emergent BioSolutions Max Drawdown (5Y): 98.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.89% |
| February 29, 2024 | 98.89% |
| January 31, 2024 | 98.76% |
| December 31, 2023 | 98.65% |
| November 30, 2023 | 98.65% |
| October 31, 2023 | 98.52% |
| September 30, 2023 | 97.65% |
| August 31, 2023 | 96.98% |
| July 31, 2023 | 94.98% |
| June 30, 2023 | 94.55% |
| May 31, 2023 | 94.23% |
| April 30, 2023 | 94.23% |
| March 31, 2023 | 94.23% |
| February 28, 2023 | 91.85% |
| January 31, 2023 | 91.85% |
| December 31, 2022 | 91.85% |
| November 30, 2022 | 91.40% |
| October 31, 2022 | 86.53% |
| September 30, 2022 | 85.11% |
| August 31, 2022 | 82.20% |
| July 31, 2022 | 79.68% |
| June 30, 2022 | 79.68% |
| May 31, 2022 | 79.27% |
| April 30, 2022 | 76.00% |
| March 31, 2022 | 75.46% |
| Date | Value |
|---|---|
| February 28, 2022 | 75.46% |
| January 31, 2022 | 75.46% |
| December 31, 2021 | 75.46% |
| November 30, 2021 | 75.46% |
| October 31, 2021 | 64.67% |
| September 30, 2021 | 62.89% |
| August 31, 2021 | 58.05% |
| July 31, 2021 | 58.05% |
| June 30, 2021 | 58.05% |
| May 31, 2021 | 58.05% |
| April 30, 2021 | 54.81% |
| March 31, 2021 | 45.49% |
| February 28, 2021 | 45.49% |
| January 31, 2021 | 45.49% |
| December 31, 2020 | 45.49% |
| November 30, 2020 | 45.49% |
| October 31, 2020 | 45.49% |
| September 30, 2020 | 45.49% |
| August 31, 2020 | 45.49% |
| July 31, 2020 | 45.49% |
| June 30, 2020 | 45.49% |
| May 31, 2020 | 45.49% |
| April 30, 2020 | 45.49% |
| March 31, 2020 | 45.49% |
| February 29, 2020 | 45.49% |
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
41.10%
Minimum
Apr 2019
98.89%
Maximum
Feb 2024
67.90%
Average
63.78%
Median
Max Drawdown (5Y) Benchmarks
| Avid Bioservices Inc | 86.42% |
| Viking Therapeutics Inc | 89.26% |
| FibroGen Inc | 99.37% |
| Avinger Inc | 100.00% |
| RAPT Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -62.67 |
| Beta (5Y) | 1.196 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.37% |
| Historical Sharpe Ratio (5Y) | -0.6686 |
| Historical Sortino (5Y) | -1.218 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.06% |