Denali Therapeutics Inc (DNLI)
24.22
-0.20
(-0.82%)
USD |
NASDAQ |
Nov 21, 16:00
24.26
+0.04
(+0.14%)
After-Hours: 20:00
Denali 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
| AIM ImmunoTech Inc | 99.76% |
| Perspective Therapeutics Inc | 91.70% |
| Protalix BioTherapeutics Inc | 94.38% |
| Electromed Inc | 55.84% |
| Armata Pharmaceuticals Inc | 99.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.774 |
| Beta (5Y) | 1.397 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.91% |
| Historical Sharpe Ratio (5Y) | 0.1313 |
| Historical Sortino (5Y) | 0.279 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.48% |