Genscript Biotech Corp (GNNSF)
1.47
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Genscript Biotech Max Drawdown (5Y): 71.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.70% |
March 31, 2024 | 67.50% |
February 29, 2024 | 67.50% |
January 31, 2024 | 67.50% |
December 31, 2023 | 67.50% |
November 30, 2023 | 67.50% |
October 31, 2023 | 69.00% |
September 30, 2023 | 69.00% |
August 31, 2023 | 69.00% |
July 31, 2023 | 69.00% |
June 30, 2023 | 69.00% |
May 31, 2023 | 69.00% |
April 30, 2023 | 69.00% |
March 31, 2023 | 69.00% |
February 28, 2023 | 69.00% |
January 31, 2023 | 69.00% |
December 31, 2022 | 69.00% |
November 30, 2022 | 69.00% |
October 31, 2022 | 69.00% |
September 30, 2022 | 69.00% |
August 31, 2022 | 69.00% |
July 31, 2022 | 69.00% |
June 30, 2022 | 69.00% |
May 31, 2022 | 69.00% |
April 30, 2022 | 69.00% |
Date | Value |
---|---|
March 31, 2022 | 69.00% |
February 28, 2022 | 69.00% |
January 31, 2022 | 69.00% |
December 31, 2021 | 69.00% |
November 30, 2021 | 69.00% |
October 31, 2021 | 69.00% |
September 30, 2021 | 69.00% |
August 31, 2021 | 69.00% |
July 31, 2021 | 69.00% |
June 30, 2021 | 69.00% |
May 31, 2021 | 69.00% |
April 30, 2021 | 69.00% |
March 31, 2021 | 69.00% |
February 28, 2021 | 69.00% |
January 31, 2021 | 69.00% |
December 31, 2020 | 69.00% |
November 30, 2020 | 69.00% |
October 31, 2020 | 69.00% |
September 30, 2020 | 69.00% |
August 31, 2020 | 69.00% |
July 31, 2020 | 69.00% |
June 30, 2020 | 69.00% |
May 31, 2020 | 69.00% |
April 30, 2020 | 69.00% |
March 31, 2020 | 69.00% |
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
67.50%
Minimum
Nov 2023
71.70%
Maximum
Apr 2024
68.92%
Average
69.00%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Sinovac Biotech Ltd | 25.46% |
CASI Pharmaceuticals Inc | 98.20% |
Zai Lab Ltd | 92.84% |
I-MAB | -- |
Gracell Biotechnologies Inc (DELISTED) | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.23 |
Beta (5Y) | 0.7706 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.53% |
Historical Sharpe Ratio (5Y) | -0.175 |
Historical Sortino (5Y) | -0.3802 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.37% |