Sage Therapeutics Inc (SAGE)
13.69
+0.11
(+0.81%)
USD |
NASDAQ |
Apr 26, 15:15
Sage Therapeutics Max Drawdown (5Y): 91.18% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 86.51% |
| July 31, 2020 | 86.51% |
| June 30, 2020 | 86.51% |
| May 31, 2020 | 86.51% |
| April 30, 2020 | 86.51% |
| March 31, 2020 | 86.40% |
| February 29, 2020 | 75.56% |
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
Apr 2019
91.18%
Maximum
Aug 2023
84.01%
Average
86.51%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Biogen Inc | 54.78% |
| Perspective Therapeutics Inc | 91.70% |
| Vanda Pharmaceuticals Inc | 89.11% |
| ADMA Biologics Inc | 84.77% |
| Finch Therapeutics Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.97 |
| Beta (5Y) | 0.856 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.56% |
| Historical Sharpe Ratio (5Y) | -0.6076 |
| Historical Sortino (5Y) | -0.7429 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.25% |