Kodiak Sciences Inc (KOD)
5.90
+0.11
(+1.90%)
USD |
NASDAQ |
Nov 21, 16:00
5.89
-0.01
(-0.17%)
Pre-Market: 20:00
Kodiak Sciences 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Pfizer Inc | 54.78% |
| Regeneron Pharmaceuticals Inc | 47.49% |
| Acumen Pharmaceuticals Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -60.25 |
| Beta (5Y) | 2.256 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.48% |
| Historical Sharpe Ratio (5Y) | -0.3226 |
| Historical Sortino (5Y) | -0.5288 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.20% |