ImmunityBio Inc (IBRX)
7.35
+2.24
(+43.84%)
USD |
NASDAQ |
Apr 26, 16:00
7.63
+0.28
(+3.81%)
After-Hours: 20:00
ImmunityBio Max Drawdown (5Y): 97.14% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 97.14% |
February 29, 2024 | 97.14% |
January 31, 2024 | 97.14% |
December 31, 2023 | 97.14% |
November 30, 2023 | 97.14% |
October 31, 2023 | 97.14% |
September 30, 2023 | 97.14% |
August 31, 2023 | 97.14% |
July 31, 2023 | 97.14% |
June 30, 2023 | 97.14% |
May 31, 2023 | 97.14% |
April 30, 2023 | 97.14% |
March 31, 2023 | 97.14% |
February 28, 2023 | 97.14% |
January 31, 2023 | 97.14% |
December 31, 2022 | 97.14% |
November 30, 2022 | 97.14% |
October 31, 2022 | 97.14% |
September 30, 2022 | 97.14% |
August 31, 2022 | 97.14% |
July 31, 2022 | 97.14% |
June 30, 2022 | 97.14% |
May 31, 2022 | 97.14% |
April 30, 2022 | 97.14% |
March 31, 2022 | 97.14% |
Date | Value |
---|---|
February 28, 2022 | 97.14% |
January 31, 2022 | 97.14% |
December 31, 2021 | 97.14% |
November 30, 2021 | 97.14% |
October 31, 2021 | 97.14% |
September 30, 2021 | 97.14% |
August 31, 2021 | 97.14% |
July 31, 2021 | 97.14% |
June 30, 2021 | 97.14% |
May 31, 2021 | 97.14% |
April 30, 2021 | 97.14% |
March 31, 2021 | 97.14% |
February 28, 2021 | 97.14% |
January 31, 2021 | 97.14% |
December 31, 2020 | 97.14% |
November 30, 2020 | 97.14% |
October 31, 2020 | 97.14% |
September 30, 2020 | 97.14% |
August 31, 2020 | 97.14% |
July 31, 2020 | 97.14% |
June 30, 2020 | 97.14% |
May 31, 2020 | 97.14% |
April 30, 2020 | 97.14% |
March 31, 2020 | 97.14% |
February 29, 2020 | 97.14% |
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
97.11%
Minimum
Apr 2019
97.14%
Maximum
Jun 2019
97.14%
Average
97.14%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Geron Corp | 86.09% |
Madrigal Pharmaceuticals Inc | 82.20% |
Vanda Pharmaceuticals Inc | 89.11% |
iBio Inc | 99.97% |
Chromocell Therapeutics Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.37 |
Beta (5Y) | 1.100 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 160.7% |
Historical Sharpe Ratio (5Y) | 0.1601 |
Historical Sortino (5Y) | 0.5253 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.50% |