Celularity Inc (CELU)
2.76
-0.09
(-3.16%)
USD |
NASDAQ |
Nov 22, 16:00
2.77
+0.01
(+0.36%)
After-Hours: 20:00
Celularity 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
| Eli Lilly and Co | 22.48% |
| Dentsply Sirona Inc | 64.69% |
| Ligand Pharmaceuticals Inc | 76.91% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -66.34 |
| Beta (5Y) | 0.5086 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.06% |
| Historical Sharpe Ratio (5Y) | -0.7374 |
| Historical Sortino (5Y) | -1.211 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.26% |