Neogen Corp (NEOG)
14.58
-0.32
(-2.15%)
USD |
NASDAQ |
Nov 21, 16:00
14.56
-0.02
(-0.14%)
After-Hours: 20:00
Neogen Max Drawdown (5Y): 77.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.68% |
| September 30, 2024 | 77.68% |
| August 31, 2024 | 77.68% |
| July 31, 2024 | 77.68% |
| June 30, 2024 | 77.68% |
| May 31, 2024 | 77.68% |
| April 30, 2024 | 77.68% |
| March 31, 2024 | 77.68% |
| February 29, 2024 | 77.68% |
| January 31, 2024 | 77.68% |
| December 31, 2023 | 77.68% |
| November 30, 2023 | 77.68% |
| October 31, 2023 | 77.68% |
| September 30, 2023 | 77.68% |
| August 31, 2023 | 77.68% |
| July 31, 2023 | 77.68% |
| June 30, 2023 | 77.68% |
| May 31, 2023 | 77.68% |
| April 30, 2023 | 77.68% |
| March 31, 2023 | 77.68% |
| February 28, 2023 | 77.68% |
| January 31, 2023 | 77.68% |
| December 31, 2022 | 77.68% |
| November 30, 2022 | 77.68% |
| October 31, 2022 | 77.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.10% |
| August 31, 2022 | 57.65% |
| July 31, 2022 | 55.48% |
| June 30, 2022 | 53.14% |
| May 31, 2022 | 48.11% |
| April 30, 2022 | 45.38% |
| March 31, 2022 | 45.37% |
| February 28, 2022 | 45.37% |
| January 31, 2022 | 45.37% |
| December 31, 2021 | 45.37% |
| November 30, 2021 | 45.37% |
| October 31, 2021 | 45.37% |
| September 30, 2021 | 45.37% |
| August 31, 2021 | 45.37% |
| July 31, 2021 | 45.37% |
| June 30, 2021 | 45.37% |
| May 31, 2021 | 45.37% |
| April 30, 2021 | 45.37% |
| March 31, 2021 | 45.37% |
| February 28, 2021 | 45.37% |
| January 31, 2021 | 45.37% |
| December 31, 2020 | 45.37% |
| November 30, 2020 | 45.37% |
| October 31, 2020 | 45.37% |
| September 30, 2020 | 45.37% |
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
45.37%
Minimum
Nov 2019
77.68%
Maximum
Oct 2022
59.81%
Average
46.75%
Median
Max Drawdown (5Y) Benchmarks
| Boston Scientific Corp | 43.49% |
| Biogen Inc | 58.04% |
| Dynavax Technologies Corp | 92.83% |
| Repligen Corp | 64.79% |
| Xencor Inc | 70.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.36 |
| Beta (5Y) | 1.225 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.92% |
| Historical Sharpe Ratio (5Y) | -0.3994 |
| Historical Sortino (5Y) | -0.6603 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.29% |