Genfit SA (GNFT)
4.18
-0.06
(-1.42%)
USD |
NASDAQ |
Nov 22, 12:10
Genfit 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
| Edap TMS SA | 80.70% |
| DBV Technologies SA | 97.67% |
| Cellectis SA | 97.08% |
| Adaptimmune Therapeutics PLC | 96.57% |
| Akari Therapeutics PLC | 98.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.79 |
| Beta (5Y) | 1.248 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.70% |
| Historical Sharpe Ratio (5Y) | -0.2932 |
| Historical Sortino (5Y) | -0.4331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.26% |