Allakos Inc (ALLK)
0.315
0.00 (0.00%)
USD |
NASDAQ |
Apr 04, 16:00
0.3153
0.00 (0.00%)
After-Hours: 20:00
Allakos Max Drawdown (5Y): 99.85% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Akero Therapeutics Inc | 79.99% |
| Biogen Inc | 67.83% |
| Vanda Pharmaceuticals Inc | 89.26% |
| Sage Therapeutics Inc | 96.91% |
| NovaBay Pharmaceuticals Inc | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -77.65 |
| Beta (5Y) | 0.6168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.3% |
| Historical Sharpe Ratio (5Y) | -0.6755 |
| Historical Sortino (5Y) | -0.9725 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 53.48% |