IDEAYA Biosciences Inc (IDYA)

25.50 +0.12 (+0.47%) USD  |  NASDAQ  |  Dec 24, 11:33
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IDEAYA Biosciences Max Drawdown (5Y): 74.64% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Pfizer Inc 54.78%
Ionis Pharmaceuticals Inc 70.27%
Vertex Pharmaceuticals Inc 41.60%
Cellectar Biosciences Inc 99.71%
Applied Therapeutics Inc 99.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 16.04
Beta (5Y) 0.7920
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 78.06%
Historical Sharpe Ratio (5Y) 0.341
Historical Sortino (5Y) 0.7307
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.40%