PTC Therapeutics Inc (PTCT)
40.72
+0.25
(+0.62%)
USD |
NASDAQ |
Nov 04, 13:05
PTC Therapeutics Max Drawdown (5Y): 73.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.78% |
| September 30, 2024 | 73.78% |
| August 31, 2024 | 73.78% |
| July 31, 2024 | 73.78% |
| June 30, 2024 | 73.78% |
| May 31, 2024 | 73.78% |
| April 30, 2024 | 73.78% |
| March 31, 2024 | 73.78% |
| February 29, 2024 | 73.78% |
| January 31, 2024 | 73.78% |
| December 31, 2023 | 73.78% |
| November 30, 2023 | 73.78% |
| October 31, 2023 | 73.14% |
| September 30, 2023 | 67.48% |
| August 31, 2023 | 63.77% |
| July 31, 2023 | 63.77% |
| June 30, 2023 | 63.77% |
| May 31, 2023 | 63.77% |
| April 30, 2023 | 63.77% |
| March 31, 2023 | 63.77% |
| February 28, 2023 | 63.77% |
| January 31, 2023 | 66.85% |
| December 31, 2022 | 66.85% |
| November 30, 2022 | 70.35% |
| October 31, 2022 | 77.48% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.66% |
| August 31, 2022 | 80.47% |
| July 31, 2022 | 80.47% |
| June 30, 2022 | 80.47% |
| May 31, 2022 | 80.47% |
| April 30, 2022 | 80.47% |
| March 31, 2022 | 83.10% |
| February 28, 2022 | 86.08% |
| January 31, 2022 | 87.54% |
| December 31, 2021 | 89.20% |
| November 30, 2021 | 89.20% |
| October 31, 2021 | 89.20% |
| September 30, 2021 | 89.20% |
| August 31, 2021 | 94.60% |
| July 31, 2021 | 94.60% |
| June 30, 2021 | 94.60% |
| May 31, 2021 | 94.60% |
| April 30, 2021 | 94.60% |
| March 31, 2021 | 94.60% |
| February 28, 2021 | 94.60% |
| January 31, 2021 | 94.60% |
| December 31, 2020 | 94.60% |
| November 30, 2020 | 94.60% |
| October 31, 2020 | 94.60% |
| September 30, 2020 | 94.60% |
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
63.77%
Minimum
Feb 2023
94.60%
Maximum
Nov 2019
82.18%
Average
80.47%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Pfizer Inc | 54.78% |
| Vertex Pharmaceuticals Inc | 41.60% |
| BridgeBio Pharma Inc | 92.80% |
| Cassava Sciences Inc | 92.93% |
| Crinetics Pharmaceuticals Inc | 68.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.97 |
| Beta (5Y) | 0.6294 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.42% |
| Historical Sharpe Ratio (5Y) | -0.0504 |
| Historical Sortino (5Y) | -0.085 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.76% |