Equillium Inc (EQ)
0.721
0.00 (0.00%)
USD |
NASDAQ |
Nov 22, 13:49
Equillium 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Matinas BioPharma Holdings Inc | 99.46% |
| Tenon Medical Inc | -- |
| Alphatec Holdings Inc | 87.10% |
| Madrigal Pharmaceuticals Inc | 82.20% |
| Spero Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.70 |
| Beta (5Y) | 1.827 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 208.2% |
| Historical Sharpe Ratio (5Y) | -0.1303 |
| Historical Sortino (5Y) | -0.5645 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.57% |