Fulgent Genetics Inc (FLGT)
20.10
+0.07
(+0.35%)
USD |
NASDAQ |
Apr 26, 16:00
20.10
0.00 (0.00%)
After-Hours: 17:39
Fulgent Genetics Max Drawdown (5Y): 88.28% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 88.28% |
| February 29, 2024 | 87.73% |
| January 31, 2024 | 87.14% |
| December 31, 2023 | 87.14% |
| November 30, 2023 | 87.14% |
| October 31, 2023 | 87.14% |
| September 30, 2023 | 85.46% |
| August 31, 2023 | 84.49% |
| July 31, 2023 | 84.49% |
| June 30, 2023 | 84.49% |
| May 31, 2023 | 84.49% |
| April 30, 2023 | 84.28% |
| March 31, 2023 | 84.10% |
| February 28, 2023 | 84.10% |
| January 31, 2023 | 84.10% |
| December 31, 2022 | 84.10% |
| November 30, 2022 | 81.49% |
| October 31, 2022 | 80.30% |
| September 30, 2022 | 79.37% |
| August 31, 2022 | 77.98% |
| July 31, 2022 | 77.98% |
| June 30, 2022 | 77.98% |
| May 31, 2022 | 77.98% |
| April 30, 2022 | 77.98% |
| March 31, 2022 | 77.98% |
| Date | Value |
|---|---|
| February 28, 2022 | 77.98% |
| January 31, 2022 | 77.98% |
| December 31, 2021 | 77.98% |
| November 30, 2021 | 77.98% |
| October 31, 2021 | 77.98% |
| September 30, 2021 | 77.98% |
| August 31, 2021 | 77.98% |
| July 31, 2021 | 77.98% |
| June 30, 2021 | 77.98% |
| May 31, 2021 | 77.98% |
| April 30, 2021 | 77.98% |
| March 31, 2021 | 77.98% |
| February 28, 2021 | 77.98% |
| January 31, 2021 | 77.98% |
| December 31, 2020 | 77.98% |
| November 30, 2020 | 77.98% |
| October 31, 2020 | 77.98% |
| September 30, 2020 | 77.98% |
| August 31, 2020 | 77.98% |
| July 31, 2020 | 77.98% |
| June 30, 2020 | 77.98% |
| May 31, 2020 | 77.98% |
| April 30, 2020 | 77.98% |
| March 31, 2020 | 77.98% |
| February 29, 2020 | 77.98% |
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
77.98%
Minimum
Apr 2019
88.28%
Maximum
Mar 2024
80.12%
Average
77.98%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Delcath Systems Inc | 100.0% |
| Star Equity Holdings Inc | 97.96% |
| Exact Sciences Corp | 80.42% |
| CytoSorbents Corp | 93.04% |
| Progyny Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.907 |
| Beta (5Y) | 1.427 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.8% |
| Historical Sharpe Ratio (5Y) | 0.2629 |
| Historical Sortino (5Y) | 0.7903 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |