Cue Biopharma Inc (CUE)
1.05
+0.02
(+1.94%)
USD |
NASDAQ |
Nov 22, 16:00
1.05
0.00 (0.00%)
After-Hours: 16:35
Cue Biopharma 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
| Biomarin Pharmaceutical Inc | 52.14% |
| Arbutus Biopharma Corp | 95.31% |
| GlycoMimetics Inc | 98.15% |
| FibroGen Inc | 99.46% |
| Cidara Therapeutics Inc | 95.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.98 |
| Beta (5Y) | 1.796 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 99.75% |
| Historical Sharpe Ratio (5Y) | -0.3088 |
| Historical Sortino (5Y) | -0.8541 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.66% |