Ultragenyx Pharmaceutical Inc (RARE)
47.24
+1.22
(+2.65%)
USD |
NASDAQ |
Nov 22, 16:00
46.93
-0.31
(-0.66%)
Pre-Market: 20:00
Ultragenyx Pharmaceutical Max Drawdown (5Y): 82.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.11% |
| September 30, 2024 | 82.11% |
| August 31, 2024 | 82.11% |
| July 31, 2024 | 82.11% |
| June 30, 2024 | 82.11% |
| May 31, 2024 | 82.11% |
| April 30, 2024 | 82.11% |
| March 31, 2024 | 82.11% |
| February 29, 2024 | 82.11% |
| January 31, 2024 | 82.11% |
| December 31, 2023 | 82.11% |
| November 30, 2023 | 82.11% |
| October 31, 2023 | 82.11% |
| September 30, 2023 | 80.99% |
| August 31, 2023 | 80.99% |
| July 31, 2023 | 80.99% |
| June 30, 2023 | 80.99% |
| May 31, 2023 | 80.99% |
| April 30, 2023 | 80.99% |
| March 31, 2023 | 80.99% |
| February 28, 2023 | 80.99% |
| January 31, 2023 | 80.99% |
| December 31, 2022 | 80.99% |
| November 30, 2022 | 80.99% |
| October 31, 2022 | 79.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.47% |
| August 31, 2022 | 74.79% |
| July 31, 2022 | 74.79% |
| June 30, 2022 | 74.79% |
| May 31, 2022 | 74.79% |
| April 30, 2022 | 74.79% |
| March 31, 2022 | 74.79% |
| February 28, 2022 | 74.79% |
| January 31, 2022 | 74.79% |
| December 31, 2021 | 74.79% |
| November 30, 2021 | 74.79% |
| October 31, 2021 | 74.79% |
| September 30, 2021 | 74.79% |
| August 31, 2021 | 74.79% |
| July 31, 2021 | 74.79% |
| June 30, 2021 | 74.79% |
| May 31, 2021 | 74.79% |
| April 30, 2021 | 74.79% |
| March 31, 2021 | 74.79% |
| February 28, 2021 | 74.79% |
| January 31, 2021 | 74.79% |
| December 31, 2020 | 74.79% |
| November 30, 2020 | 74.79% |
| October 31, 2020 | 74.79% |
| September 30, 2020 | 74.79% |
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
73.09%
Minimum
Nov 2019
82.11%
Maximum
Oct 2023
77.52%
Average
74.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alnylam Pharmaceuticals Inc | 42.46% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.971 |
| Beta (5Y) | 0.5817 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.30% |
| Historical Sharpe Ratio (5Y) | 0.0443 |
| Historical Sortino (5Y) | 0.0873 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.83% |