Establishment Labs Holdings Inc (ESTA)
42.61
+0.80
(+1.91%)
USD |
NASDAQ |
Nov 21, 16:00
42.72
+0.11
(+0.26%)
After-Hours: 20:00
Establishment Labs Holdings 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
| Bristol-Myers Squibb Co | 47.67% |
| Cassava Sciences Inc | 93.81% |
| Aytu BioPharma Inc | 100.00% |
| enVVeno Medical Corp | -- |
| Onconetix Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4573 |
| Beta (5Y) | 1.204 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.39% |
| Historical Sharpe Ratio (5Y) | 0.2484 |
| Historical Sortino (5Y) | 0.4295 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.25% |