WuXi Biologics (Cayman) Inc (WXIBF)
1.63
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
WuXi Biologics Max Drawdown (5Y): 95.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.20% |
| March 31, 2024 | 94.93% |
| February 29, 2024 | 93.58% |
| January 31, 2024 | 92.70% |
| December 31, 2023 | 90.16% |
| November 30, 2023 | 86.36% |
| October 31, 2023 | 86.36% |
| September 30, 2023 | 86.36% |
| August 31, 2023 | 86.36% |
| July 31, 2023 | 86.36% |
| June 30, 2023 | 86.36% |
| May 31, 2023 | 86.36% |
| April 30, 2023 | 86.36% |
| March 31, 2023 | 86.36% |
| February 28, 2023 | 86.36% |
| January 31, 2023 | 86.36% |
| December 31, 2022 | 86.36% |
| November 30, 2022 | 86.36% |
| October 31, 2022 | 86.36% |
| September 30, 2022 | 82.77% |
| August 31, 2022 | 82.77% |
| July 31, 2022 | 82.77% |
| June 30, 2022 | 82.77% |
| May 31, 2022 | 82.77% |
| April 30, 2022 | 82.77% |
| Date | Value |
|---|---|
| March 31, 2022 | 82.77% |
| February 28, 2022 | 78.25% |
| January 31, 2022 | 72.03% |
| December 31, 2021 | 71.24% |
| November 30, 2021 | 70.22% |
| October 31, 2021 | 70.22% |
| September 30, 2021 | 70.22% |
| August 31, 2021 | 70.22% |
| July 31, 2021 | 70.22% |
| June 30, 2021 | 70.22% |
| May 31, 2021 | 70.22% |
| April 30, 2021 | 70.22% |
| March 31, 2021 | 70.22% |
| February 28, 2021 | 70.22% |
| January 31, 2021 | 70.22% |
| December 31, 2020 | 70.22% |
| November 30, 2020 | 46.60% |
| October 31, 2020 | 46.60% |
| September 30, 2020 | 46.60% |
| August 31, 2020 | 46.60% |
| July 31, 2020 | 46.60% |
| June 30, 2020 | 46.60% |
| May 31, 2020 | 46.60% |
| April 30, 2020 | 46.60% |
| March 31, 2020 | 46.60% |
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
46.60%
Minimum
May 2019
95.20%
Maximum
Apr 2024
70.08%
Average
70.22%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Wuxi AppTec Co Ltd | -- |
| Zai Lab Ltd | 92.84% |
| I-MAB | -- |
| Gracell Biotechnologies Inc (DELISTED) | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.54 |
| Beta (5Y) | 1.373 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 114.1% |
| Historical Sharpe Ratio (5Y) | -0.1335 |
| Historical Sortino (5Y) | -0.3259 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.69% |