WuXi Biologics (Cayman) Inc (WXXWY)
3.82
-0.19
(-4.74%)
USD |
OTCM |
Nov 14, 15:58
WuXi Biologics Max Drawdown (5Y): 94.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.03% |
| September 30, 2024 | 94.03% |
| August 31, 2024 | 94.03% |
| July 31, 2024 | 93.91% |
| June 30, 2024 | 93.66% |
| May 31, 2024 | 93.45% |
| April 30, 2024 | 92.64% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
94.03%
Maximum
Aug 2024
69.01%
Average
74.86%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Zai Lab Ltd | 92.84% |
| 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% |