ImmunityBio Inc (IBRX)

3.055 +0.18 (+6.45%) USD  |  NASDAQ  |  Dec 16, 16:00
3.08 +0.02 (+0.82%) After-Hours: 20:00
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ImmunityBio Max Drawdown (5Y): 97.03% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Q32 Bio Inc 98.25%
HCA Healthcare Inc 54.74%
Biomarin Pharmaceutical Inc 52.74%
Incyte Corp 58.61%
Insmed Inc 63.30%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 11.66
Beta (5Y) 0.7424
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 143.9%
Historical Sharpe Ratio (5Y) 0.15
Historical Sortino (5Y) 0.4536
Monthly Value at Risk (VaR) 5% (5Y Lookback) 40.72%