Sage Therapeutics Inc (SAGE)
4.85
-0.06
(-1.22%)
USD |
NASDAQ |
Nov 21, 16:00
4.85
0.00 (0.00%)
After-Hours: 20:00
Sage Therapeutics Max Drawdown (5Y): 96.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 96.07% |
September 30, 2024 | 95.55% |
August 31, 2024 | 95.42% |
July 31, 2024 | 94.43% |
June 30, 2024 | 94.43% |
May 31, 2024 | 94.28% |
April 30, 2024 | 93.38% |
March 31, 2024 | 91.18% |
February 29, 2024 | 91.18% |
January 31, 2024 | 91.18% |
December 31, 2023 | 91.18% |
November 30, 2023 | 91.18% |
October 31, 2023 | 91.18% |
September 30, 2023 | 91.18% |
August 31, 2023 | 91.18% |
July 31, 2023 | 86.51% |
June 30, 2023 | 86.51% |
May 31, 2023 | 86.51% |
April 30, 2023 | 86.51% |
March 31, 2023 | 86.51% |
February 28, 2023 | 86.51% |
January 31, 2023 | 86.51% |
December 31, 2022 | 86.51% |
November 30, 2022 | 86.51% |
October 31, 2022 | 86.51% |
Date | Value |
---|---|
September 30, 2022 | 86.51% |
August 31, 2022 | 86.51% |
July 31, 2022 | 86.51% |
June 30, 2022 | 86.51% |
May 31, 2022 | 86.51% |
April 30, 2022 | 86.51% |
March 31, 2022 | 86.51% |
February 28, 2022 | 86.51% |
January 31, 2022 | 86.51% |
December 31, 2021 | 86.51% |
November 30, 2021 | 86.51% |
October 31, 2021 | 86.51% |
September 30, 2021 | 86.51% |
August 31, 2021 | 86.51% |
July 31, 2021 | 86.51% |
June 30, 2021 | 86.51% |
May 31, 2021 | 86.51% |
April 30, 2021 | 86.51% |
March 31, 2021 | 86.51% |
February 28, 2021 | 86.51% |
January 31, 2021 | 86.51% |
December 31, 2020 | 86.51% |
November 30, 2020 | 86.51% |
October 31, 2020 | 86.51% |
September 30, 2020 | 86.51% |
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
68.91%
Minimum
Nov 2019
96.07%
Maximum
Oct 2024
87.03%
Average
86.51%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Outset Medical Inc | -- |
Biogen Inc | 58.04% |
Johnson & Johnson | 27.36% |
Lifecore Biomedical Inc | 89.19% |
Organon & Co | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -60.51 |
Beta (5Y) | 0.9208 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.17% |
Historical Sharpe Ratio (5Y) | -0.8218 |
Historical Sortino (5Y) | -1.109 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.53% |