WuXi Biologics (Cayman) Inc (WXXWY)
3.78
-0.07
(-1.93%)
USD |
OTCM |
Nov 21, 16:00
WuXi Biologics 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
| Zai Lab Ltd | -- |
| Sinovac Biotech Ltd | 0.00% |
| CASI Pharmaceuticals Inc | 98.20% |
| Adagene Inc | -- |
| LakeShore Biopharma Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.69 |
| Beta (5Y) | 0.4657 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.99% |
| Historical Sharpe Ratio (5Y) | -0.2042 |
| Historical Sortino (5Y) | -0.363 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.59% |