Halozyme Therapeutics Inc (HALO)
58.69
+1.54
(+2.69%)
USD |
NASDAQ |
Nov 04, 13:04
Halozyme Therapeutics Max Drawdown (5Y): 49.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.06% |
| September 30, 2024 | 49.06% |
| August 31, 2024 | 49.06% |
| July 31, 2024 | 49.06% |
| June 30, 2024 | 49.06% |
| May 31, 2024 | 49.06% |
| April 30, 2024 | 49.06% |
| March 31, 2024 | 49.06% |
| February 29, 2024 | 49.06% |
| January 31, 2024 | 49.06% |
| December 31, 2023 | 49.06% |
| November 30, 2023 | 49.06% |
| October 31, 2023 | 49.06% |
| September 30, 2023 | 49.06% |
| August 31, 2023 | 49.06% |
| July 31, 2023 | 49.06% |
| June 30, 2023 | 49.06% |
| May 31, 2023 | 49.06% |
| April 30, 2023 | 46.14% |
| March 31, 2023 | 46.14% |
| February 28, 2023 | 46.14% |
| January 31, 2023 | 46.14% |
| December 31, 2022 | 46.14% |
| November 30, 2022 | 46.14% |
| October 31, 2022 | 46.14% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.14% |
| August 31, 2022 | 46.14% |
| July 31, 2022 | 46.14% |
| June 30, 2022 | 47.86% |
| May 31, 2022 | 52.48% |
| April 30, 2022 | 52.48% |
| March 31, 2022 | 52.48% |
| February 28, 2022 | 52.48% |
| January 31, 2022 | 52.48% |
| December 31, 2021 | 52.48% |
| November 30, 2021 | 52.48% |
| October 31, 2021 | 59.64% |
| September 30, 2021 | 60.08% |
| August 31, 2021 | 66.38% |
| July 31, 2021 | 66.38% |
| June 30, 2021 | 66.38% |
| May 31, 2021 | 66.38% |
| April 30, 2021 | 66.38% |
| March 31, 2021 | 68.57% |
| February 28, 2021 | 68.57% |
| January 31, 2021 | 68.57% |
| December 31, 2020 | 68.57% |
| November 30, 2020 | 71.03% |
| October 31, 2020 | 71.03% |
| September 30, 2020 | 71.03% |
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
46.14%
Minimum
Jul 2022
71.03%
Maximum
Nov 2019
56.82%
Average
52.48%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Azenta Inc | 70.61% |
| OraSure Technologies Inc | 88.12% |
| Insulet Corp | 61.31% |
| Myomo Inc | 99.73% |
| TransMedics Group Inc | 73.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.939 |
| Beta (5Y) | 1.292 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.40% |
| Historical Sharpe Ratio (5Y) | 0.5544 |
| Historical Sortino (5Y) | 1.117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.38% |