Guardant Health Inc (GH)
30.98
+0.30
(+0.98%)
USD |
NASDAQ |
Nov 21, 16:00
31.28
+0.30
(+0.97%)
After-Hours: 07:55
Guardant Health 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
| Exact Sciences Corp | 80.42% |
| Delcath Systems Inc | 100.0% |
| Star Equity Holdings Inc | 98.07% |
| CytoSorbents Corp | 93.94% |
| Progyny Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.29 |
| Beta (5Y) | 1.107 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.14% |
| Historical Sharpe Ratio (5Y) | -0.3643 |
| Historical Sortino (5Y) | -0.5869 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.04% |