Editas Medicine Inc (EDIT)
2.95
+0.04
(+1.37%)
USD |
NASDAQ |
Nov 04, 13:11
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 | 67.51% |
September 30, 2021 | 67.51% |
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
Sep 2021
96.80%
Maximum
Oct 2024
82.14%
Average
87.18%
Median
Max Drawdown (5Y) Benchmarks
EyePoint Pharmaceuticals Inc | 93.95% |
Cassava Sciences Inc | 92.93% |
Regeneron Pharmaceuticals Inc | 43.25% |
Vertex Pharmaceuticals Inc | 41.60% |
Adverum Biotechnologies Inc | 97.89% |
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% |