Halozyme Therapeutics Inc (HALO)
39.10
+0.14
(+0.35%)
USD |
NASDAQ |
Apr 24, 16:00
39.10
0.00 (0.00%)
After-Hours: 20:00
Halozyme Therapeutics Max Drawdown (5Y): 49.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 71.03% |
| July 31, 2020 | 71.03% |
| June 30, 2020 | 71.03% |
| May 31, 2020 | 71.03% |
| April 30, 2020 | 71.03% |
| March 31, 2020 | 71.03% |
| February 29, 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
Apr 2019
59.38%
Average
59.86%
Median
Max Drawdown (5Y) Benchmarks
| Johnson & Johnson | 27.36% |
| Globus Medical Inc | 47.91% |
| Denali Therapeutics Inc | 83.08% |
| AIM ImmunoTech Inc | 99.76% |
| Protalix BioTherapeutics Inc | 94.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.083 |
| Beta (5Y) | 1.248 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.06% |
| Historical Sharpe Ratio (5Y) | 0.417 |
| Historical Sortino (5Y) | 0.8375 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.38% |