Editas Medicine Inc (EDIT)
5.315
+0.10
(+1.82%)
USD |
NASDAQ |
Apr 26, 16:00
5.33
+0.02
(+0.28%)
After-Hours: 20:00
Editas Medicine Max Drawdown (5Y): 93.10% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 70.36% |
| July 31, 2020 | 70.36% |
| June 30, 2020 | 70.36% |
| May 31, 2020 | 70.36% |
| April 30, 2020 | 70.36% |
| March 31, 2020 | 70.36% |
| February 29, 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
93.10%
Maximum
Oct 2023
79.23%
Average
70.36%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Vertex Pharmaceuticals Inc | 41.60% |
| Moderna Inc | 85.65% |
| Amicus Therapeutics Inc | 74.97% |
| Geron Corp | 86.09% |
| Regeneron Pharmaceuticals Inc | 53.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.51 |
| Beta (5Y) | 2.014 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.49% |
| Historical Sharpe Ratio (5Y) | -0.2381 |
| Historical Sortino (5Y) | -0.6778 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.23% |