Revance Therapeutics Inc (RVNC)
3.725
-0.12
(-2.99%)
USD |
NASDAQ |
Nov 22, 16:00
3.725
0.00 (0.00%)
After-Hours: 16:30
Revance Therapeutics Max Drawdown (5Y): 93.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 93.78% |
September 30, 2024 | 93.78% |
August 31, 2024 | 93.78% |
July 31, 2024 | 93.78% |
June 30, 2024 | 93.78% |
May 31, 2024 | 92.90% |
April 30, 2024 | 91.25% |
March 31, 2024 | 87.64% |
February 29, 2024 | 86.63% |
January 31, 2024 | 86.63% |
December 31, 2023 | 84.55% |
November 30, 2023 | 84.55% |
October 31, 2023 | 79.47% |
September 30, 2023 | 74.94% |
August 31, 2023 | 74.94% |
July 31, 2023 | 74.94% |
June 30, 2023 | 74.94% |
May 31, 2023 | 74.94% |
April 30, 2023 | 74.94% |
March 31, 2023 | 74.94% |
February 28, 2023 | 74.94% |
January 31, 2023 | 74.94% |
December 31, 2022 | 74.94% |
November 30, 2022 | 74.94% |
October 31, 2022 | 74.94% |
Date | Value |
---|---|
September 30, 2022 | 74.94% |
August 31, 2022 | 74.94% |
July 31, 2022 | 74.94% |
June 30, 2022 | 74.94% |
May 31, 2022 | 74.94% |
April 30, 2022 | 74.94% |
March 31, 2022 | 74.94% |
February 28, 2022 | 74.94% |
January 31, 2022 | 74.94% |
December 31, 2021 | 74.94% |
November 30, 2021 | 74.94% |
October 31, 2021 | 74.94% |
September 30, 2021 | 74.94% |
August 31, 2021 | 74.94% |
July 31, 2021 | 74.94% |
June 30, 2021 | 74.94% |
May 31, 2021 | 74.94% |
April 30, 2021 | 74.94% |
March 31, 2021 | 74.94% |
February 28, 2021 | 74.94% |
January 31, 2021 | 74.94% |
December 31, 2020 | 74.94% |
November 30, 2020 | 74.94% |
October 31, 2020 | 74.94% |
September 30, 2020 | 74.94% |
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
74.94%
Minimum
Nov 2019
93.78%
Maximum
Jun 2024
78.08%
Average
74.94%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Recursion Pharmaceuticals Inc | -- |
Regeneron Pharmaceuticals Inc | 47.49% |
MEI Pharma Inc | 96.19% |
GlycoMimetics Inc | 98.15% |
Anebulo Pharmaceuticals Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.42 |
Beta (5Y) | 0.9543 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.18% |
Historical Sharpe Ratio (5Y) | -0.2332 |
Historical Sortino (5Y) | -0.468 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.17% |