FibroGen Inc (FGEN)
1.05
-0.01
(-0.94%)
USD |
NASDAQ |
Jun 18, 10:49
FibroGen Max Drawdown (5Y): 99.37% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 99.37% |
April 30, 2024 | 99.37% |
March 31, 2024 | 99.37% |
February 29, 2024 | 99.37% |
January 31, 2024 | 99.37% |
December 31, 2023 | 99.37% |
November 30, 2023 | 99.37% |
October 31, 2023 | 99.21% |
September 30, 2023 | 98.69% |
August 31, 2023 | 98.40% |
July 31, 2023 | 96.97% |
June 30, 2023 | 95.94% |
May 31, 2023 | 88.19% |
April 30, 2023 | 88.19% |
March 31, 2023 | 88.19% |
February 28, 2023 | 88.19% |
January 31, 2023 | 88.19% |
December 31, 2022 | 88.19% |
November 30, 2022 | 88.19% |
October 31, 2022 | 88.19% |
September 30, 2022 | 88.19% |
August 31, 2022 | 88.19% |
July 31, 2022 | 88.19% |
June 30, 2022 | 88.19% |
May 31, 2022 | 88.19% |
Date | Value |
---|---|
April 30, 2022 | 86.17% |
March 31, 2022 | 85.23% |
February 28, 2022 | 85.23% |
January 31, 2022 | 85.23% |
December 31, 2021 | 85.23% |
November 30, 2021 | 85.23% |
October 31, 2021 | 85.23% |
September 30, 2021 | 84.86% |
August 31, 2021 | 82.97% |
July 31, 2021 | 80.91% |
June 30, 2021 | 72.39% |
May 31, 2021 | 72.39% |
April 30, 2021 | 72.39% |
March 31, 2021 | 65.35% |
February 28, 2021 | 65.35% |
January 31, 2021 | 65.35% |
December 31, 2020 | 65.35% |
November 30, 2020 | 65.35% |
October 31, 2020 | 65.35% |
September 30, 2020 | 65.35% |
August 31, 2020 | 65.35% |
July 31, 2020 | 65.35% |
June 30, 2020 | 65.35% |
May 31, 2020 | 65.35% |
April 30, 2020 | 65.35% |
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
59.26%
Minimum
Jun 2019
99.37%
Maximum
Nov 2023
79.63%
Average
85.23%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Regeneron Pharmaceuticals Inc | 53.84% |
Annovis Bio Inc | -- |
Vertex Pharmaceuticals Inc | 41.60% |
Enanta Pharmaceuticals Inc | 92.26% |
Nanoviricides Inc | 97.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -62.78 |
Beta (5Y) | 0.822 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 113.5% |
Historical Sharpe Ratio (5Y) | -0.4538 |
Historical Sortino (5Y) | -0.7885 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 47.37% |