Theravance Biopharma Inc (TBPH)
9.61
-0.36
(-3.61%)
USD |
NASDAQ |
Nov 21, 16:00
Theravance Biopharma Max Drawdown (5Y): 84.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.09% |
| September 30, 2024 | 84.09% |
| August 31, 2024 | 84.09% |
| July 31, 2024 | 84.09% |
| June 30, 2024 | 84.09% |
| May 31, 2024 | 84.09% |
| April 30, 2024 | 84.09% |
| March 31, 2024 | 84.09% |
| February 29, 2024 | 84.09% |
| January 31, 2024 | 84.09% |
| December 31, 2023 | 84.09% |
| November 30, 2023 | 84.09% |
| October 31, 2023 | 84.09% |
| September 30, 2023 | 84.09% |
| August 31, 2023 | 84.09% |
| July 31, 2023 | 84.09% |
| June 30, 2023 | 84.09% |
| May 31, 2023 | 84.09% |
| April 30, 2023 | 84.09% |
| March 31, 2023 | 84.09% |
| February 28, 2023 | 84.09% |
| January 31, 2023 | 84.09% |
| December 31, 2022 | 84.09% |
| November 30, 2022 | 84.09% |
| October 31, 2022 | 84.09% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.09% |
| August 31, 2022 | 84.09% |
| July 31, 2022 | 84.09% |
| June 30, 2022 | 84.09% |
| May 31, 2022 | 84.09% |
| April 30, 2022 | 84.09% |
| March 31, 2022 | 84.09% |
| February 28, 2022 | 84.09% |
| January 31, 2022 | 84.09% |
| December 31, 2021 | 84.09% |
| November 30, 2021 | 84.09% |
| October 31, 2021 | 84.09% |
| September 30, 2021 | 84.09% |
| August 31, 2021 | 80.66% |
| July 31, 2021 | 69.50% |
| June 30, 2021 | 65.88% |
| May 31, 2021 | 65.26% |
| April 30, 2021 | 65.26% |
| March 31, 2021 | 65.26% |
| February 28, 2021 | 65.26% |
| January 31, 2021 | 65.26% |
| December 31, 2020 | 65.26% |
| November 30, 2020 | 65.26% |
| October 31, 2020 | 65.26% |
| September 30, 2020 | 65.26% |
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
65.26%
Minimum
Sep 2020
84.09%
Maximum
Sep 2021
78.12%
Average
84.09%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Corcept Therapeutics Inc | 60.35% |
| Madrigal Pharmaceuticals Inc | 82.20% |
| Ionis Pharmaceuticals Inc | 70.27% |
| Jazz Pharmaceuticals PLC | 54.54% |
| NovaBay Pharmaceuticals Inc | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.17 |
| Beta (5Y) | 0.2513 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.86% |
| Historical Sharpe Ratio (5Y) | -0.3327 |
| Historical Sortino (5Y) | -0.4919 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.63% |