FibroGen Inc (FGEN)
0.31
-0.01
(-3.82%)
USD |
NASDAQ |
Nov 05, 14:54
FibroGen Max Drawdown (5Y): 99.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.46% |
| September 30, 2024 | 99.40% |
| August 31, 2024 | 99.37% |
| July 31, 2024 | 99.37% |
| June 30, 2024 | 99.37% |
| May 31, 2024 | 99.37% |
| April 30, 2024 | 99.37% |
| March 31, 2024 | 99.37% |
| February 29, 2024 | 99.37% |
| January 31, 2024 | 99.37% |
| December 31, 2023 | 99.37% |
| November 30, 2023 | 99.37% |
| October 31, 2023 | 99.21% |
| September 30, 2023 | 98.69% |
| August 31, 2023 | 98.40% |
| July 31, 2023 | 96.97% |
| June 30, 2023 | 95.94% |
| May 31, 2023 | 88.19% |
| April 30, 2023 | 88.19% |
| March 31, 2023 | 88.19% |
| February 28, 2023 | 88.19% |
| January 31, 2023 | 88.19% |
| December 31, 2022 | 88.19% |
| November 30, 2022 | 88.19% |
| October 31, 2022 | 88.19% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.19% |
| August 31, 2022 | 88.19% |
| July 31, 2022 | 88.19% |
| June 30, 2022 | 88.19% |
| May 31, 2022 | 88.19% |
| April 30, 2022 | 86.17% |
| March 31, 2022 | 85.23% |
| February 28, 2022 | 85.23% |
| January 31, 2022 | 85.23% |
| December 31, 2021 | 85.23% |
| November 30, 2021 | 85.23% |
| October 31, 2021 | 85.23% |
| September 30, 2021 | 84.86% |
| August 31, 2021 | 82.97% |
| July 31, 2021 | 80.91% |
| June 30, 2021 | 72.39% |
| May 31, 2021 | 72.39% |
| April 30, 2021 | 72.39% |
| March 31, 2021 | 65.35% |
| February 28, 2021 | 65.35% |
| January 31, 2021 | 65.35% |
| December 31, 2020 | 65.35% |
| November 30, 2020 | 65.35% |
| October 31, 2020 | 65.35% |
| September 30, 2020 | 65.35% |
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
59.26%
Minimum
Nov 2019
99.46%
Maximum
Oct 2024
82.97%
Average
87.18%
Median
Max Drawdown (5Y) Benchmarks
| Merck & Co Inc | 27.26% |
| Biomarin Pharmaceutical Inc | 52.14% |
| Arbutus Biopharma Corp | 93.95% |
| GlycoMimetics Inc | 97.94% |
| Cidara Therapeutics Inc | 95.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -73.93 |
| Beta (5Y) | 0.724 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 116.8% |
| Historical Sharpe Ratio (5Y) | -0.5527 |
| Historical Sortino (5Y) | -0.9437 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.15% |