FibroGen Inc (FGEN)
1.13
-0.02
(-1.74%)
USD |
NASDAQ |
Apr 22, 16:00
1.14
+0.01
(+0.88%)
Pre-Market: 09:18
FibroGen Max Drawdown (5Y): 99.37% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 65.35% |
| July 31, 2020 | 65.35% |
| June 30, 2020 | 65.35% |
| May 31, 2020 | 65.35% |
| April 30, 2020 | 65.35% |
| March 31, 2020 | 65.35% |
| February 29, 2020 | 59.26% |
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
Apr 2019
99.37%
Maximum
Nov 2023
78.29%
Average
85.05%
Median
Max Drawdown (5Y) Benchmarks
| Emergent BioSolutions Inc | 98.89% |
| Annovis Bio Inc | -- |
| Geron Corp | 86.09% |
| Regulus Therapeutics Inc | 99.80% |
| Fate Therapeutics Inc | 98.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.82 |
| Beta (5Y) | 0.7033 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.0% |
| Historical Sharpe Ratio (5Y) | -0.4341 |
| Historical Sortino (5Y) | -0.7547 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.01% |