Krystal Biotech Inc (KRYS)
182.29
+4.19
(+2.35%)
USD |
NASDAQ |
Nov 21, 16:00
182.47
+0.18
(+0.10%)
After-Hours: 20:00
Krystal Biotech 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
| Bioventus Inc | -- |
| ADMA Biologics Inc | 84.77% |
| Alnylam Pharmaceuticals Inc | 42.46% |
| Amicus Therapeutics Inc | 74.97% |
| Rhythm Pharmaceuticals Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.25 |
| Beta (5Y) | 0.8238 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.21% |
| Historical Sharpe Ratio (5Y) | 0.5306 |
| Historical Sortino (5Y) | 1.186 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.67% |