Alector Inc (ALEC)
4.10
+0.34
(+9.04%)
USD |
NASDAQ |
Nov 22, 14:28
Alector 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Precision BioSciences Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.68 |
| Beta (5Y) | 0.6589 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.83% |
| Historical Sharpe Ratio (5Y) | -0.3067 |
| Historical Sortino (5Y) | -0.7124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.03% |