Editas Medicine Inc (EDIT)
2.435
+0.06
(+2.74%)
USD |
NASDAQ |
Nov 22, 15:26
Editas Medicine Max Drawdown (5Y): 96.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.80% |
| September 30, 2024 | 96.26% |
| August 31, 2024 | 95.94% |
| July 31, 2024 | 94.99% |
| June 30, 2024 | 94.84% |
| May 31, 2024 | 94.44% |
| April 30, 2024 | 94.25% |
| March 31, 2024 | 93.10% |
| February 29, 2024 | 93.10% |
| January 31, 2024 | 93.10% |
| December 31, 2023 | 93.10% |
| November 30, 2023 | 93.10% |
| October 31, 2023 | 93.10% |
| September 30, 2023 | 92.98% |
| August 31, 2023 | 92.98% |
| July 31, 2023 | 92.98% |
| June 30, 2023 | 92.98% |
| May 31, 2023 | 92.98% |
| April 30, 2023 | 92.98% |
| March 31, 2023 | 92.24% |
| February 28, 2023 | 91.38% |
| January 31, 2023 | 91.38% |
| December 31, 2022 | 90.81% |
| November 30, 2022 | 89.10% |
| October 31, 2022 | 88.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.97% |
| August 31, 2022 | 88.97% |
| July 31, 2022 | 88.97% |
| June 30, 2022 | 88.97% |
| May 31, 2022 | 88.97% |
| April 30, 2022 | 85.38% |
| March 31, 2022 | 84.46% |
| February 28, 2022 | 84.09% |
| January 31, 2022 | 80.77% |
| December 31, 2021 | 70.69% |
| November 30, 2021 | 67.51% |
| October 31, 2021 | 70.36% |
| September 30, 2021 | 70.36% |
| August 31, 2021 | 70.36% |
| July 31, 2021 | 70.36% |
| June 30, 2021 | 70.36% |
| May 31, 2021 | 70.36% |
| April 30, 2021 | 70.36% |
| March 31, 2021 | 70.36% |
| February 28, 2021 | 70.36% |
| January 31, 2021 | 70.36% |
| December 31, 2020 | 70.36% |
| November 30, 2020 | 70.36% |
| October 31, 2020 | 70.36% |
| September 30, 2020 | 70.36% |
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
67.51%
Minimum
Nov 2021
96.80%
Maximum
Oct 2024
82.24%
Average
87.18%
Median
Max Drawdown (5Y) Benchmarks
| Ionis Pharmaceuticals Inc | 70.27% |
| EyePoint Pharmaceuticals Inc | 93.95% |
| Cassava Sciences Inc | 93.81% |
| Adverum Biotechnologies Inc | 97.89% |
| Regenxbio Inc | 84.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -60.90 |
| Beta (5Y) | 2.010 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.48% |
| Historical Sharpe Ratio (5Y) | -0.3586 |
| Historical Sortino (5Y) | -1.016 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.35% |