Replimune Group Inc (REPL)
6.35
-0.23
(-3.50%)
USD |
NASDAQ |
Apr 30, 16:00
6.35
0.00 (0.00%)
After-Hours: 20:00
Replimune Group Max Drawdown (5Y): 87.18% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 87.18% |
| February 29, 2024 | 87.18% |
| January 31, 2024 | 87.18% |
| December 31, 2023 | 87.18% |
| November 30, 2023 | 80.66% |
| October 31, 2023 | 74.70% |
| September 30, 2023 | 74.70% |
| August 31, 2023 | 74.70% |
| July 31, 2023 | 74.70% |
| June 30, 2023 | 74.70% |
| May 31, 2023 | 74.70% |
| April 30, 2023 | 74.70% |
| March 31, 2023 | 74.70% |
| February 28, 2023 | 74.70% |
| January 31, 2023 | 74.70% |
| December 31, 2022 | 74.70% |
| November 30, 2022 | 74.70% |
| October 31, 2022 | 74.70% |
| September 30, 2022 | 74.70% |
| August 31, 2022 | 74.70% |
| July 31, 2022 | 74.70% |
| June 30, 2022 | 74.70% |
| May 31, 2022 | 74.70% |
| April 30, 2022 | 71.05% |
| March 31, 2022 | 71.05% |
| Date | Value |
|---|---|
| February 28, 2022 | 70.05% |
| January 31, 2022 | 64.77% |
| December 31, 2021 | 59.80% |
| November 30, 2021 | 59.80% |
| October 31, 2021 | 59.80% |
| September 30, 2021 | 59.80% |
| August 31, 2021 | 59.80% |
| July 31, 2021 | 59.80% |
| June 30, 2021 | 59.80% |
| May 31, 2021 | 59.80% |
| April 30, 2021 | 59.80% |
| March 31, 2021 | 59.80% |
| February 28, 2021 | 59.80% |
| January 31, 2021 | 59.80% |
| December 31, 2020 | 59.80% |
| November 30, 2020 | 59.80% |
| October 31, 2020 | 59.80% |
| September 30, 2020 | 59.80% |
| August 31, 2020 | 59.80% |
| July 31, 2020 | 59.80% |
| June 30, 2020 | 59.80% |
| May 31, 2020 | 59.80% |
| April 30, 2020 | 59.80% |
| March 31, 2020 | 59.80% |
| February 29, 2020 | 54.97% |
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
54.97%
Minimum
May 2019
87.18%
Maximum
Dec 2023
66.38%
Average
59.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Esperion Therapeutics Inc | 99.01% |
| Gossamer Bio Inc | 98.21% |
| NovaBay Pharmaceuticals Inc | 99.91% |
| Palatin Technologies Inc | 96.46% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.49 |
| Beta (5Y) | 1.21 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.15% |
| Historical Sharpe Ratio (5Y) | -0.1775 |
| Historical Sortino (5Y) | -0.4387 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.41% |