Castle Biosciences Inc (CSTL)
29.81
+0.93
(+3.22%)
USD |
NASDAQ |
Nov 22, 16:00
29.81
0.00 (0.00%)
After-Hours: 20:00
Castle Biosciences 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
| Delcath Systems Inc | 100.0% |
| Star Equity Holdings Inc | 98.07% |
| Exact Sciences Corp | 80.42% |
| CytoSorbents Corp | 93.94% |
| Progyny Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.047 |
| Beta (5Y) | 0.9865 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.75% |
| Historical Sharpe Ratio (5Y) | 0.0839 |
| Historical Sortino (5Y) | 0.1423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.85% |