Intellia Therapeutics Inc (NTLA)
14.50
-0.16
(-1.06%)
USD |
NASDAQ |
Dec 04, 16:00
14.49
0.00 (0.00%)
After-Hours: 20:00
Intellia Therapeutics Max Drawdown (5Y): 92.58% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 92.58% |
| October 31, 2024 | 91.96% |
| September 30, 2024 | 88.84% |
| August 31, 2024 | 88.68% |
| July 31, 2024 | 88.68% |
| June 30, 2024 | 88.68% |
| May 31, 2024 | 88.68% |
| April 30, 2024 | 88.68% |
| March 31, 2024 | 86.90% |
| February 29, 2024 | 86.90% |
| January 31, 2024 | 86.90% |
| December 31, 2023 | 86.90% |
| November 30, 2023 | 86.90% |
| October 31, 2023 | 86.90% |
| September 30, 2023 | 82.11% |
| August 31, 2023 | 81.21% |
| July 31, 2023 | 81.21% |
| June 30, 2023 | 81.21% |
| May 31, 2023 | 81.21% |
| April 30, 2023 | 81.21% |
| March 31, 2023 | 81.21% |
| February 28, 2023 | 81.21% |
| January 31, 2023 | 81.21% |
| December 31, 2022 | 81.21% |
| November 30, 2022 | 78.23% |
| Date | Value |
|---|---|
| October 31, 2022 | 78.23% |
| September 30, 2022 | 78.23% |
| August 31, 2022 | 78.23% |
| July 31, 2022 | 78.23% |
| June 30, 2022 | 78.23% |
| May 31, 2022 | 77.41% |
| April 30, 2022 | 72.99% |
| March 31, 2022 | 72.99% |
| February 28, 2022 | 72.99% |
| January 31, 2022 | 72.99% |
| December 31, 2021 | 72.99% |
| November 30, 2021 | 72.99% |
| October 31, 2021 | 72.99% |
| September 30, 2021 | 72.99% |
| August 31, 2021 | 72.99% |
| July 31, 2021 | 72.99% |
| June 30, 2021 | 72.99% |
| May 31, 2021 | 72.99% |
| April 30, 2021 | 72.99% |
| March 31, 2021 | 72.99% |
| February 28, 2021 | 72.99% |
| January 31, 2021 | 72.99% |
| December 31, 2020 | 72.99% |
| November 30, 2020 | 72.99% |
| October 31, 2020 | 72.99% |
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
70.16%
Minimum
Dec 2019
92.58%
Maximum
Nov 2024
78.44%
Average
77.82%
Median
Max Drawdown (5Y) Benchmarks
| BridgeBio Pharma Inc | 92.80% |
| Alnylam Pharmaceuticals Inc | 42.46% |
| Ionis Pharmaceuticals Inc | 70.27% |
| Pfizer Inc | 54.78% |
| Regeneron Pharmaceuticals Inc | 43.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.02 |
| Beta (5Y) | 1.763 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.23% |
| Historical Sharpe Ratio (5Y) | -0.0557 |
| Historical Sortino (5Y) | -0.145 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.50% |