Neurogene Inc (NGNE)
36.42
+1.60
(+4.60%)
USD |
NASDAQ |
Jun 28, 16:00
36.40
-0.02
(-0.05%)
After-Hours: 20:00
Neurogene Max Drawdown (5Y): 97.64% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 97.64% |
April 30, 2024 | 97.64% |
March 31, 2024 | 97.64% |
February 29, 2024 | 97.64% |
January 31, 2024 | 97.64% |
December 31, 2023 | 97.64% |
November 30, 2023 | 97.64% |
October 31, 2023 | 97.64% |
September 30, 2023 | 97.64% |
August 31, 2023 | 97.64% |
July 31, 2023 | 97.64% |
June 30, 2023 | 97.64% |
May 31, 2023 | 97.64% |
April 30, 2023 | 97.64% |
March 31, 2023 | 97.64% |
February 28, 2023 | 97.64% |
January 31, 2023 | 97.64% |
December 31, 2022 | 97.64% |
November 30, 2022 | 97.64% |
October 31, 2022 | 96.70% |
September 30, 2022 | 96.28% |
August 31, 2022 | 94.63% |
July 31, 2022 | 94.63% |
June 30, 2022 | 94.63% |
May 31, 2022 | 94.49% |
Date | Value |
---|---|
April 30, 2022 | 92.84% |
March 31, 2022 | 90.65% |
February 28, 2022 | 90.65% |
January 31, 2022 | 90.65% |
December 31, 2021 | 90.65% |
November 30, 2021 | 90.65% |
October 31, 2021 | 90.65% |
September 30, 2021 | 90.65% |
August 31, 2021 | 90.65% |
July 31, 2021 | 90.65% |
June 30, 2021 | 90.65% |
May 31, 2021 | 90.65% |
April 30, 2021 | 90.65% |
March 31, 2021 | 90.65% |
February 28, 2021 | 90.65% |
January 31, 2021 | 90.65% |
December 31, 2020 | 90.65% |
November 30, 2020 | 90.65% |
October 31, 2020 | 90.65% |
September 30, 2020 | 90.65% |
August 31, 2020 | 90.65% |
July 31, 2020 | 90.65% |
June 30, 2020 | 90.65% |
May 31, 2020 | 90.65% |
April 30, 2020 | 90.65% |
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
90.65%
Minimum
Jun 2019
97.64%
Maximum
Nov 2022
93.36%
Average
90.65%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Taysha Gene Therapies Inc | -- |
CEL-SCI Corp | 96.13% |
AIM ImmunoTech Inc | 99.76% |
IGC Pharma Inc | 97.77% |
NovaBay Pharmaceuticals Inc | 99.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.54 |
Beta (5Y) | 1.393 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 120.5% |
Historical Sharpe Ratio (5Y) | -0.0701 |
Historical Sortino (5Y) | -0.2243 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.67% |