Allogene Therapeutics Inc (ALLO)
2.11
+0.06
(+2.93%)
USD |
NASDAQ |
Nov 21, 16:00
2.11
0.00 (0.00%)
After-Hours: 20:00
Allogene Therapeutics 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ANI Pharmaceuticals Inc | 72.96% |
| AIM ImmunoTech Inc | 99.76% |
| Perspective Therapeutics Inc | 91.70% |
| Protalix BioTherapeutics Inc | 94.38% |
| Armata Pharmaceuticals Inc | 99.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.57 |
| Beta (5Y) | 0.8377 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.65% |
| Historical Sharpe Ratio (5Y) | -0.5388 |
| Historical Sortino (5Y) | -1.246 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.48% |