Sarepta Therapeutics Inc (SRPT)
110.50
-0.36
(-0.32%)
USD |
NASDAQ |
Nov 21, 16:00
111.47
+0.97
(+0.88%)
After-Hours: 06:32
Sarepta Therapeutics Max Drawdown (5Y): 64.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.93% |
| September 30, 2024 | 64.93% |
| August 31, 2024 | 64.93% |
| July 31, 2024 | 64.93% |
| June 30, 2024 | 64.93% |
| May 31, 2024 | 64.93% |
| April 30, 2024 | 64.93% |
| March 31, 2024 | 64.93% |
| February 29, 2024 | 64.93% |
| January 31, 2024 | 64.93% |
| December 31, 2023 | 64.93% |
| November 30, 2023 | 64.93% |
| October 31, 2023 | 64.93% |
| September 30, 2023 | 64.93% |
| August 31, 2023 | 64.93% |
| July 31, 2023 | 64.93% |
| June 30, 2023 | 64.93% |
| May 31, 2023 | 64.93% |
| April 30, 2023 | 64.93% |
| March 31, 2023 | 64.93% |
| February 28, 2023 | 64.93% |
| January 31, 2023 | 64.93% |
| December 31, 2022 | 64.93% |
| November 30, 2022 | 64.93% |
| October 31, 2022 | 64.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.93% |
| August 31, 2022 | 64.93% |
| July 31, 2022 | 64.93% |
| June 30, 2022 | 64.93% |
| May 31, 2022 | 64.92% |
| April 30, 2022 | 64.67% |
| March 31, 2022 | 64.67% |
| February 28, 2022 | 64.67% |
| January 31, 2022 | 64.67% |
| December 31, 2021 | 63.09% |
| November 30, 2021 | 63.09% |
| October 31, 2021 | 63.09% |
| September 30, 2021 | 63.09% |
| August 31, 2021 | 63.09% |
| July 31, 2021 | 63.09% |
| June 30, 2021 | 62.33% |
| May 31, 2021 | 71.06% |
| April 30, 2021 | 71.06% |
| March 31, 2021 | 79.52% |
| February 28, 2021 | 79.52% |
| January 31, 2021 | 80.04% |
| December 31, 2020 | 80.04% |
| November 30, 2020 | 80.04% |
| October 31, 2020 | 80.04% |
| September 30, 2020 | 80.04% |
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
62.33%
Minimum
Jun 2021
80.04%
Maximum
Nov 2019
69.15%
Average
64.93%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
| Catalyst Pharmaceuticals Inc | 64.87% |
| Madrigal Pharmaceuticals Inc | 82.20% |
| Vertex Pharmaceuticals Inc | 41.60% |
| Viking Therapeutics Inc | 89.26% |
| Regenxbio Inc | 84.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.133 |
| Beta (5Y) | 0.8104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.42% |
| Historical Sharpe Ratio (5Y) | 0.1207 |
| Historical Sortino (5Y) | 0.1813 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.70% |