Repligen Corp (RGEN)
138.47
-0.14
(-0.10%)
USD |
NASDAQ |
Nov 04, 12:54
Repligen Max Drawdown (5Y): 64.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.79% |
| September 30, 2024 | 64.79% |
| August 31, 2024 | 64.79% |
| July 31, 2024 | 64.79% |
| June 30, 2024 | 64.79% |
| May 31, 2024 | 64.79% |
| April 30, 2024 | 64.79% |
| March 31, 2024 | 64.79% |
| February 29, 2024 | 64.79% |
| January 31, 2024 | 64.79% |
| December 31, 2023 | 64.79% |
| November 30, 2023 | 64.79% |
| October 31, 2023 | 64.79% |
| September 30, 2023 | 57.31% |
| August 31, 2023 | 57.31% |
| July 31, 2023 | 57.31% |
| June 30, 2023 | 57.31% |
| May 31, 2023 | 56.61% |
| April 30, 2023 | 56.61% |
| March 31, 2023 | 56.61% |
| February 28, 2023 | 56.61% |
| January 31, 2023 | 56.61% |
| December 31, 2022 | 56.61% |
| November 30, 2022 | 56.61% |
| October 31, 2022 | 56.61% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.61% |
| August 31, 2022 | 56.61% |
| July 31, 2022 | 56.61% |
| June 30, 2022 | 56.61% |
| May 31, 2022 | 56.22% |
| April 30, 2022 | 56.03% |
| March 31, 2022 | 50.28% |
| February 28, 2022 | 46.08% |
| January 31, 2022 | 45.38% |
| December 31, 2021 | 32.87% |
| November 30, 2021 | 32.87% |
| October 31, 2021 | 32.87% |
| September 30, 2021 | 32.87% |
| August 31, 2021 | 36.78% |
| July 31, 2021 | 36.78% |
| June 30, 2021 | 36.78% |
| May 31, 2021 | 36.78% |
| April 30, 2021 | 38.16% |
| March 31, 2021 | 49.79% |
| February 28, 2021 | 49.79% |
| January 31, 2021 | 49.79% |
| December 31, 2020 | 49.79% |
| November 30, 2020 | 50.33% |
| October 31, 2020 | 50.33% |
| September 30, 2020 | 50.33% |
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
32.87%
Minimum
Sep 2021
64.79%
Maximum
Oct 2023
52.92%
Average
56.13%
Median
Max Drawdown (5Y) Benchmarks
| West Pharmaceutical Services Inc | 55.52% |
| QuidelOrtho Corp | 90.08% |
| Perspective Therapeutics Inc | 91.70% |
| Xtant Medical Holdings Inc | 98.66% |
| Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.686 |
| Beta (5Y) | 0.9588 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.99% |
| Historical Sharpe Ratio (5Y) | 0.1811 |
| Historical Sortino (5Y) | 0.3794 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.40% |