Regenxbio Inc (RGNX)
16.04
+0.14
(+0.88%)
USD |
NASDAQ |
Apr 24, 16:00
16.05
+0.01
(+0.06%)
After-Hours: 20:00
Regenxbio Max Drawdown (5Y): 79.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 79.47% |
| February 29, 2024 | 79.47% |
| January 31, 2024 | 79.47% |
| December 31, 2023 | 79.36% |
| November 30, 2023 | 79.36% |
| October 31, 2023 | 79.36% |
| September 30, 2023 | 78.99% |
| August 31, 2023 | 78.99% |
| July 31, 2023 | 78.99% |
| June 30, 2023 | 78.99% |
| May 31, 2023 | 78.99% |
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 73.83% |
| May 31, 2021 | 73.83% |
| 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% |
| August 31, 2020 | 76.16% |
| July 31, 2020 | 76.16% |
| June 30, 2020 | 76.16% |
| May 31, 2020 | 76.16% |
| April 30, 2020 | 76.16% |
| March 31, 2020 | 76.16% |
| February 29, 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
May 2021
79.47%
Maximum
Jan 2024
76.38%
Average
76.16%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Sarepta Therapeutics Inc | 64.93% |
| Amgen Inc | 24.86% |
| Gilead Sciences Inc | 43.18% |
| AbbVie Inc | 45.08% |
| Bristol-Myers Squibb Co | 39.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.00 |
| Beta (5Y) | 1.292 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.43% |
| Historical Sharpe Ratio (5Y) | -0.3332 |
| Historical Sortino (5Y) | -0.6098 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.08% |