Vir Biotechnology Inc (VIR)
6.95
+0.21
(+3.12%)
USD |
NASDAQ |
Nov 21, 16:00
6.965
+0.02
(+0.22%)
After-Hours: 20:00
Vir Biotechnology Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Pfizer Inc | 54.78% |
| Biomarin Pharmaceutical Inc | 52.14% |
| Arbutus Biopharma Corp | 95.31% |
| GlycoMimetics Inc | 98.15% |
| FibroGen Inc | 99.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.20 |
| Beta (5Y) | 0.4609 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.1% |
| Historical Sharpe Ratio (5Y) | -0.1343 |
| Historical Sortino (5Y) | -0.3723 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.98% |