Arcus Biosciences Inc (RCUS)
15.56
+0.06
(+0.39%)
USD |
NYSE |
Nov 04, 16:00
15.55
-0.01
(-0.06%)
After-Hours: 20:00
Arcus Biosciences Max Drawdown (5Y): 72.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.29% |
| September 30, 2024 | 72.29% |
| August 31, 2024 | 72.29% |
| July 31, 2024 | 72.29% |
| June 30, 2024 | 72.29% |
| May 31, 2024 | 72.29% |
| April 30, 2024 | 72.29% |
| March 31, 2024 | 72.29% |
| February 29, 2024 | 72.29% |
| January 31, 2024 | 72.29% |
| December 31, 2023 | 72.29% |
| November 30, 2023 | 72.29% |
| October 31, 2023 | 70.44% |
| September 30, 2023 | 67.07% |
| August 31, 2023 | 67.07% |
| July 31, 2023 | 67.07% |
| June 30, 2023 | 67.07% |
| May 31, 2023 | 67.07% |
| April 30, 2023 | 67.07% |
| March 31, 2023 | 67.07% |
| February 28, 2023 | 64.45% |
| January 31, 2023 | 64.45% |
| December 31, 2022 | 64.45% |
| November 30, 2022 | 64.45% |
| October 31, 2022 | 64.45% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.45% |
| August 31, 2022 | 64.45% |
| July 31, 2022 | 64.45% |
| June 30, 2022 | 64.45% |
| May 31, 2022 | 64.45% |
| April 30, 2022 | 63.64% |
| March 31, 2022 | 63.64% |
| February 28, 2022 | 63.64% |
| January 31, 2022 | 63.64% |
| December 31, 2021 | 63.64% |
| November 30, 2021 | 63.64% |
| October 31, 2021 | 63.64% |
| September 30, 2021 | 63.64% |
| August 31, 2021 | 63.64% |
| July 31, 2021 | 63.64% |
| June 30, 2021 | 63.64% |
| May 31, 2021 | 63.64% |
| April 30, 2021 | 63.64% |
| March 31, 2021 | 63.64% |
| February 28, 2021 | 63.64% |
| January 31, 2021 | 63.64% |
| December 31, 2020 | 63.64% |
| November 30, 2020 | 63.64% |
| October 31, 2020 | 63.64% |
| September 30, 2020 | 63.64% |
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
63.64%
Minimum
Nov 2019
72.29%
Maximum
Nov 2023
66.02%
Average
64.04%
Median
Max Drawdown (5Y) Benchmarks
| Merck & Co Inc | 27.26% |
| Intra-Cellular Therapies Inc | 79.05% |
| Syndax Pharmaceuticals Inc | 61.18% |
| Clearside Biomedical Inc | 94.66% |
| Janux Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.362 |
| Beta (5Y) | 0.895 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.87% |
| Historical Sharpe Ratio (5Y) | 0.1404 |
| Historical Sortino (5Y) | 0.3515 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.14% |