Insmed Inc (INSM)
68.15
-0.17
(-0.25%)
USD |
NASDAQ |
Nov 04, 16:00
68.45
+0.30
(+0.44%)
After-Hours: 20:00
Insmed Max Drawdown (5Y): 63.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.30% |
| September 30, 2024 | 63.30% |
| August 31, 2024 | 63.30% |
| July 31, 2024 | 63.30% |
| June 30, 2024 | 63.30% |
| May 31, 2024 | 63.30% |
| April 30, 2024 | 63.30% |
| March 31, 2024 | 63.30% |
| February 29, 2024 | 63.30% |
| January 31, 2024 | 63.30% |
| December 31, 2023 | 63.30% |
| November 30, 2023 | 63.30% |
| October 31, 2023 | 63.30% |
| September 30, 2023 | 64.84% |
| August 31, 2023 | 64.84% |
| July 31, 2023 | 64.84% |
| June 30, 2023 | 64.84% |
| May 31, 2023 | 64.84% |
| April 30, 2023 | 64.84% |
| March 31, 2023 | 64.84% |
| February 28, 2023 | 64.84% |
| January 31, 2023 | 64.84% |
| December 31, 2022 | 64.84% |
| November 30, 2022 | 64.84% |
| October 31, 2022 | 64.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.84% |
| August 31, 2022 | 64.84% |
| July 31, 2022 | 64.84% |
| June 30, 2022 | 64.84% |
| May 31, 2022 | 64.84% |
| April 30, 2022 | 64.84% |
| March 31, 2022 | 64.84% |
| February 28, 2022 | 64.84% |
| January 31, 2022 | 64.84% |
| December 31, 2021 | 64.84% |
| November 30, 2021 | 64.84% |
| October 31, 2021 | 64.84% |
| September 30, 2021 | 64.84% |
| August 31, 2021 | 64.84% |
| July 31, 2021 | 64.84% |
| June 30, 2021 | 64.84% |
| May 31, 2021 | 64.84% |
| April 30, 2021 | 64.84% |
| March 31, 2021 | 67.14% |
| February 28, 2021 | 67.14% |
| January 31, 2021 | 67.14% |
| December 31, 2020 | 67.14% |
| November 30, 2020 | 67.14% |
| October 31, 2020 | 67.14% |
| September 30, 2020 | 67.14% |
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
63.30%
Minimum
Oct 2023
67.14%
Maximum
Nov 2019
65.16%
Average
64.84%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Fulcrum Therapeutics Inc | 92.70% |
| Alnylam Pharmaceuticals Inc | 42.46% |
| Eli Lilly and Co | 22.48% |
| Bioventus Inc | -- |
| Entrada Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.52 |
| Beta (5Y) | 1.12 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.52% |
| Historical Sharpe Ratio (5Y) | 0.3118 |
| Historical Sortino (5Y) | 0.8699 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.56% |