BeiGene Ltd (ONC)
251.98
-10.61
(-4.04%)
USD |
NASDAQ |
Mar 21, 16:00
252.24
+0.26
(+0.10%)
After-Hours: 20:00
BeiGene Max Drawdown (5Y): 69.96% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Gilead Sciences Inc | 38.10% |
| Leap Therapeutics Inc | 98.84% |
| Catalyst Pharmaceuticals Inc | 64.87% |
| Exelixis Inc | 54.66% |
| Halozyme Therapeutics Inc | 49.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4446 |
| Beta (5Y) | 0.6506 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.47% |
| Historical Sharpe Ratio (5Y) | 0.1627 |
| Historical Sortino (5Y) | 0.3513 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.19% |