Eton Pharmaceuticals Inc (ETON)
10.75
+0.32
(+3.07%)
USD |
NASDAQ |
Nov 21, 16:00
10.20
-0.55
(-5.12%)
Pre-Market: 09:26
Eton Pharmaceuticals 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% |
| Integra Lifesciences Holdings Corp | 77.88% |
| Elutia Inc | -- |
| Immuneering Corp | -- |
| Journey Medical Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.22 |
| Beta (5Y) | 1.253 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.21% |
| Historical Sharpe Ratio (5Y) | 0.0737 |
| Historical Sortino (5Y) | 0.1498 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.64% |