Xencor Inc (XNCR)
21.51
+0.25
(+1.18%)
USD |
NASDAQ |
Nov 04, 16:00
21.53
+0.02
(+0.09%)
Pre-Market: 20:00
Xencor Max Drawdown (5Y): 70.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.86% |
| September 30, 2024 | 70.86% |
| August 31, 2024 | 70.86% |
| July 31, 2024 | 69.32% |
| June 30, 2024 | 69.32% |
| May 31, 2024 | 69.32% |
| April 30, 2024 | 69.32% |
| March 31, 2024 | 69.32% |
| February 29, 2024 | 69.32% |
| January 31, 2024 | 69.32% |
| December 31, 2023 | 69.32% |
| November 30, 2023 | 69.32% |
| October 31, 2023 | 68.91% |
| September 30, 2023 | 63.36% |
| August 31, 2023 | 63.36% |
| July 31, 2023 | 63.36% |
| June 30, 2023 | 63.36% |
| May 31, 2023 | 63.36% |
| April 30, 2023 | 63.36% |
| March 31, 2023 | 63.36% |
| February 28, 2023 | 63.36% |
| January 31, 2023 | 63.36% |
| December 31, 2022 | 63.36% |
| November 30, 2022 | 63.36% |
| October 31, 2022 | 63.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.36% |
| August 31, 2022 | 63.36% |
| July 31, 2022 | 63.36% |
| June 30, 2022 | 63.36% |
| May 31, 2022 | 58.74% |
| April 30, 2022 | 56.58% |
| March 31, 2022 | 56.58% |
| February 28, 2022 | 56.58% |
| January 31, 2022 | 56.58% |
| December 31, 2021 | 56.58% |
| November 30, 2021 | 56.58% |
| October 31, 2021 | 56.58% |
| September 30, 2021 | 56.58% |
| August 31, 2021 | 56.58% |
| July 31, 2021 | 56.58% |
| June 30, 2021 | 56.58% |
| May 31, 2021 | 56.58% |
| April 30, 2021 | 56.58% |
| March 31, 2021 | 56.58% |
| February 28, 2021 | 56.58% |
| January 31, 2021 | 56.58% |
| December 31, 2020 | 56.58% |
| November 30, 2020 | 58.51% |
| October 31, 2020 | 58.51% |
| September 30, 2020 | 58.51% |
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
56.58%
Minimum
Dec 2020
70.86%
Maximum
Aug 2024
61.67%
Average
58.63%
Median
Max Drawdown (5Y) Benchmarks
| Biogen Inc | 58.04% |
| Dynavax Technologies Corp | 92.83% |
| SINTX Technologies Inc | 100.00% |
| Fulcrum Therapeutics Inc | 92.70% |
| Moderna Inc | 89.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.13 |
| Beta (5Y) | 0.6568 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.36% |
| Historical Sharpe Ratio (5Y) | -0.2688 |
| Historical Sortino (5Y) | -0.5994 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.22% |