Fulcrum Therapeutics Inc (FULC)
2.97
-0.02
(-0.67%)
USD |
NASDAQ |
Nov 21, 16:00
2.97
0.00 (0.00%)
After-Hours: 20:00
Fulcrum 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Bioventus Inc | -- |
| Arcturus Therapeutics Holdings Inc | 90.09% |
| Johnson & Johnson | 27.36% |
| Pfizer Inc | 54.78% |
| Tenon Medical Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.12 |
| Beta (5Y) | 2.243 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 151.5% |
| Historical Sharpe Ratio (5Y) | -0.1001 |
| Historical Sortino (5Y) | -0.2424 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.10% |