Immunovant Inc (IMVT)
26.54
+0.37
(+1.41%)
USD |
NASDAQ |
Nov 21, 16:00
26.54
0.00 (0.00%)
After-Hours: 20:00
Immunovant 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
| Perspective Therapeutics Inc | 91.70% |
| Electromed Inc | 55.84% |
| Xtant Medical Holdings Inc | 98.74% |
| Myomo Inc | 99.75% |
| Catheter Precision Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.99 |
| Beta (5Y) | 0.7131 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.99% |
| Historical Sharpe Ratio (5Y) | 0.2437 |
| Historical Sortino (5Y) | 0.5234 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.39% |