WuXi Biologics (Cayman) Inc (WXXWY)
3.40
-0.13
(-3.57%)
USD |
OTCM |
Apr 30, 15:59
WuXi Biologics Max Drawdown (5Y): 92.16% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 92.16% |
| February 29, 2024 | 90.94% |
| January 31, 2024 | 87.83% |
| December 31, 2023 | 84.09% |
| November 30, 2023 | 79.36% |
| October 31, 2023 | 79.36% |
| September 30, 2023 | 79.36% |
| August 31, 2023 | 79.36% |
| July 31, 2023 | 79.36% |
| June 30, 2023 | 79.36% |
| May 31, 2023 | 79.36% |
| April 30, 2023 | 79.36% |
| March 31, 2023 | 79.36% |
| February 28, 2023 | 79.36% |
| January 31, 2023 | 79.36% |
| December 31, 2022 | 79.36% |
| November 30, 2022 | 79.36% |
| October 31, 2022 | 79.36% |
| September 30, 2022 | 74.86% |
| August 31, 2022 | 74.86% |
| July 31, 2022 | 74.86% |
| June 30, 2022 | 74.86% |
| May 31, 2022 | 74.86% |
| April 30, 2022 | 74.86% |
| March 31, 2022 | 74.86% |
| Date | Value |
|---|---|
| February 28, 2022 | 67.30% |
| January 31, 2022 | 55.81% |
| December 31, 2021 | 54.27% |
| November 30, 2021 | 53.05% |
| October 31, 2021 | 53.05% |
| September 30, 2021 | 53.05% |
| August 31, 2021 | 53.05% |
| July 31, 2021 | 53.05% |
| June 30, 2021 | 53.05% |
| May 31, 2021 | 53.05% |
| April 30, 2021 | 53.05% |
| March 31, 2021 | 53.05% |
| February 28, 2021 | 53.05% |
| January 31, 2021 | 53.05% |
| December 31, 2020 | 53.05% |
| November 30, 2020 | 52.38% |
| October 31, 2020 | 52.38% |
| September 30, 2020 | 52.38% |
| August 31, 2020 | 52.38% |
| July 31, 2020 | 52.38% |
| June 30, 2020 | 52.38% |
| May 31, 2020 | 52.38% |
| April 30, 2020 | 52.38% |
| March 31, 2020 | 52.38% |
| February 29, 2020 | 52.38% |
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
52.38%
Minimum
Apr 2019
92.16%
Maximum
Mar 2024
64.19%
Average
53.05%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Wuxi AppTec Co Ltd | -- |
| Zai Lab Ltd | 91.68% |
| I-MAB | -- |
| Gracell Biotechnologies Inc (DELISTED) | -- |
| Sinovac Biotech Ltd | 25.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.12 |
| Beta (5Y) | 0.4746 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.63% |
| Historical Sharpe Ratio (5Y) | -0.2132 |
| Historical Sortino (5Y) | -0.338 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.31% |