Regenxbio Inc (RGNX)
9.71
+0.12
(+1.25%)
USD |
NASDAQ |
Nov 25, 14:17
Regenxbio Max Drawdown (5Y): 84.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.15% |
| September 30, 2024 | 82.53% |
| August 31, 2024 | 82.53% |
| July 31, 2024 | 82.53% |
| June 30, 2024 | 82.53% |
| May 31, 2024 | 82.53% |
| April 30, 2024 | 82.53% |
| March 31, 2024 | 82.53% |
| February 29, 2024 | 82.53% |
| January 31, 2024 | 82.53% |
| December 31, 2023 | 82.53% |
| November 30, 2023 | 82.53% |
| October 31, 2023 | 82.53% |
| September 30, 2023 | 79.03% |
| August 31, 2023 | 79.03% |
| July 31, 2023 | 79.03% |
| June 30, 2023 | 79.03% |
| May 31, 2023 | 79.03% |
| April 30, 2023 | 78.99% |
| March 31, 2023 | 77.99% |
| February 28, 2023 | 76.45% |
| January 31, 2023 | 76.45% |
| December 31, 2022 | 76.45% |
| November 30, 2022 | 76.45% |
| October 31, 2022 | 76.45% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.45% |
| August 31, 2022 | 76.45% |
| July 31, 2022 | 76.45% |
| June 30, 2022 | 76.45% |
| May 31, 2022 | 76.45% |
| April 30, 2022 | 73.83% |
| March 31, 2022 | 73.83% |
| February 28, 2022 | 73.83% |
| January 31, 2022 | 73.83% |
| December 31, 2021 | 73.83% |
| November 30, 2021 | 73.83% |
| October 31, 2021 | 73.83% |
| September 30, 2021 | 73.83% |
| August 31, 2021 | 73.83% |
| July 31, 2021 | 73.83% |
| June 30, 2021 | 76.16% |
| May 31, 2021 | 76.16% |
| April 30, 2021 | 76.16% |
| March 31, 2021 | 76.16% |
| February 28, 2021 | 76.16% |
| January 31, 2021 | 76.16% |
| December 31, 2020 | 76.16% |
| November 30, 2020 | 76.16% |
| October 31, 2020 | 76.16% |
| September 30, 2020 | 76.16% |
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
73.83%
Minimum
Jul 2021
84.15%
Maximum
Oct 2024
77.54%
Average
76.30%
Median
Max Drawdown (5Y) Benchmarks
| Catalyst Pharmaceuticals Inc | 64.87% |
| EyePoint Pharmaceuticals Inc | 93.95% |
| Cassava Sciences Inc | 93.81% |
| Vertex Pharmaceuticals Inc | 41.60% |
| Sarepta Therapeutics Inc | 64.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.08 |
| Beta (5Y) | 1.234 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.41% |
| Historical Sharpe Ratio (5Y) | -0.4422 |
| Historical Sortino (5Y) | -0.8483 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.14% |