Twist Bioscience Corp (TWST)
27.62
-0.71
(-2.51%)
USD |
NASDAQ |
Apr 19, 14:29
Twist Bioscience Max Drawdown (5Y): 94.48% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 94.48% |
| February 29, 2024 | 94.48% |
| January 31, 2024 | 94.48% |
| December 31, 2023 | 94.48% |
| November 30, 2023 | 94.48% |
| October 31, 2023 | 94.48% |
| September 30, 2023 | 94.48% |
| August 31, 2023 | 94.48% |
| July 31, 2023 | 94.48% |
| June 30, 2023 | 94.48% |
| May 31, 2023 | 94.48% |
| April 30, 2023 | 94.05% |
| March 31, 2023 | 92.98% |
| February 28, 2023 | 90.78% |
| January 31, 2023 | 89.46% |
| December 31, 2022 | 89.46% |
| November 30, 2022 | 88.17% |
| October 31, 2022 | 87.40% |
| September 30, 2022 | 87.40% |
| August 31, 2022 | 87.40% |
| July 31, 2022 | 87.40% |
| June 30, 2022 | 87.40% |
| May 31, 2022 | 87.20% |
| April 30, 2022 | 86.13% |
| March 31, 2022 | 81.45% |
| Date | Value |
|---|---|
| February 28, 2022 | 76.38% |
| January 31, 2022 | 75.31% |
| December 31, 2021 | 63.71% |
| November 30, 2021 | 57.62% |
| October 31, 2021 | 57.62% |
| September 30, 2021 | 57.62% |
| August 31, 2021 | 57.62% |
| July 31, 2021 | 57.62% |
| June 30, 2021 | 57.62% |
| May 31, 2021 | 57.62% |
| April 30, 2021 | 49.28% |
| March 31, 2021 | 49.28% |
| February 28, 2021 | 47.55% |
| January 31, 2021 | 47.55% |
| December 31, 2020 | 47.55% |
| November 30, 2020 | 47.55% |
| October 31, 2020 | 47.55% |
| September 30, 2020 | 47.55% |
| August 31, 2020 | 47.55% |
| July 31, 2020 | 47.55% |
| June 30, 2020 | 47.55% |
| May 31, 2020 | 47.55% |
| April 30, 2020 | 47.55% |
| March 31, 2020 | 47.55% |
| February 29, 2020 | 47.55% |
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
47.55%
Minimum
Apr 2019
94.48%
Maximum
May 2023
68.12%
Average
57.62%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 95.49% |
| Xtant Medical Holdings Inc | 98.66% |
| Asensus Surgical Inc | 99.68% |
| Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.98 |
| Beta (5Y) | 1.620 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.51% |
| Historical Sharpe Ratio (5Y) | 0.0785 |
| Historical Sortino (5Y) | 0.1799 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.73% |