Halozyme Therapeutics Inc (HALO)
64.87
+0.85
(+1.33%)
USD |
NASDAQ |
Mar 25, 16:00
64.87
0.00 (0.00%)
After-Hours: 18:03
Halozyme Therapeutics Max Drawdown (5Y): 49.06% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Biomarin Pharmaceutical Inc | 53.26% |
| Johnson & Johnson | 27.36% |
| Catalyst Pharmaceuticals Inc | 64.87% |
| Merck & Co Inc | 36.65% |
| Semler Scientific Inc | 87.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.286 |
| Beta (5Y) | 1.323 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.19% |
| Historical Sharpe Ratio (5Y) | 0.5143 |
| Historical Sortino (5Y) | 1.042 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.31% |