Neurocrine Biosciences Inc (NBIX)
125.00
+1.71
(+1.39%)
USD |
NASDAQ |
Nov 21, 16:00
123.15
-1.85
(-1.48%)
After-Hours: 20:00
Neurocrine Biosciences Max Drawdown (5Y): 46.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.39% |
| September 30, 2024 | 46.39% |
| August 31, 2024 | 46.39% |
| July 31, 2024 | 46.39% |
| June 30, 2024 | 46.39% |
| May 31, 2024 | 46.39% |
| April 30, 2024 | 46.39% |
| March 31, 2024 | 46.39% |
| February 29, 2024 | 46.39% |
| January 31, 2024 | 46.39% |
| December 31, 2023 | 46.39% |
| November 30, 2023 | 46.39% |
| October 31, 2023 | 46.39% |
| September 30, 2023 | 46.39% |
| August 31, 2023 | 46.39% |
| July 31, 2023 | 46.39% |
| June 30, 2023 | 46.39% |
| May 31, 2023 | 46.39% |
| April 30, 2023 | 46.39% |
| March 31, 2023 | 46.39% |
| February 28, 2023 | 46.39% |
| January 31, 2023 | 46.39% |
| December 31, 2022 | 46.39% |
| November 30, 2022 | 46.39% |
| October 31, 2022 | 46.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.39% |
| August 31, 2022 | 46.39% |
| July 31, 2022 | 46.39% |
| June 30, 2022 | 46.39% |
| May 31, 2022 | 46.39% |
| April 30, 2022 | 46.39% |
| March 31, 2022 | 46.39% |
| February 28, 2022 | 46.39% |
| January 31, 2022 | 46.39% |
| December 31, 2021 | 45.71% |
| November 30, 2021 | 45.71% |
| October 31, 2021 | 45.71% |
| September 30, 2021 | 45.71% |
| August 31, 2021 | 45.71% |
| July 31, 2021 | 45.71% |
| June 30, 2021 | 45.71% |
| May 31, 2021 | 45.71% |
| April 30, 2021 | 45.71% |
| March 31, 2021 | 45.71% |
| February 28, 2021 | 45.71% |
| January 31, 2021 | 45.71% |
| December 31, 2020 | 45.71% |
| November 30, 2020 | 45.71% |
| October 31, 2020 | 45.71% |
| September 30, 2020 | 45.71% |
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
45.71%
Minimum
Nov 2019
46.39%
Maximum
Jan 2022
46.10%
Average
46.39%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Repligen Corp | 64.79% |
| West Pharmaceutical Services Inc | 55.52% |
| Bruker Corp | 46.31% |
| The Cooper Companies Inc | 45.45% |
| Integra Lifesciences Holdings Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.064 |
| Beta (5Y) | 0.3538 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.09% |
| Historical Sharpe Ratio (5Y) | 0.0468 |
| Historical Sortino (5Y) | 0.0759 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.63% |