Krystal Biotech Inc (KRYS)
158.98
-2.96
(-1.82%)
USD |
NASDAQ |
Apr 24, 16:00
158.98
0.00 (0.00%)
After-Hours: 16:36
Krystal Biotech Max Drawdown (5Y): 53.42% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 53.42% |
| February 29, 2024 | 53.42% |
| January 31, 2024 | 53.42% |
| December 31, 2023 | 53.42% |
| November 30, 2023 | 53.42% |
| October 31, 2023 | 53.42% |
| September 30, 2023 | 53.42% |
| August 31, 2023 | 53.42% |
| July 31, 2023 | 53.42% |
| June 30, 2023 | 53.42% |
| May 31, 2023 | 53.42% |
| April 30, 2023 | 53.42% |
| March 31, 2023 | 53.42% |
| February 28, 2023 | 53.42% |
| January 31, 2023 | 53.42% |
| December 31, 2022 | 53.42% |
| November 30, 2022 | 53.42% |
| October 31, 2022 | 53.42% |
| September 30, 2022 | 53.42% |
| August 31, 2022 | 53.42% |
| July 31, 2022 | 53.42% |
| June 30, 2022 | 53.42% |
| May 31, 2022 | 53.42% |
| April 30, 2022 | 53.42% |
| March 31, 2022 | 53.42% |
| Date | Value |
|---|---|
| February 28, 2022 | 53.42% |
| January 31, 2022 | 53.42% |
| December 31, 2021 | 53.42% |
| November 30, 2021 | 53.42% |
| October 31, 2021 | 46.65% |
| September 30, 2021 | 46.65% |
| August 31, 2021 | 46.65% |
| July 31, 2021 | 46.65% |
| June 30, 2021 | 46.65% |
| May 31, 2021 | 46.65% |
| April 30, 2021 | 46.65% |
| March 31, 2021 | 46.65% |
| February 28, 2021 | 46.65% |
| January 31, 2021 | 46.65% |
| December 31, 2020 | 46.65% |
| November 30, 2020 | 46.65% |
| October 31, 2020 | 46.65% |
| September 30, 2020 | 46.65% |
| August 31, 2020 | 46.65% |
| July 31, 2020 | 46.65% |
| June 30, 2020 | 46.65% |
| May 31, 2020 | 46.65% |
| April 30, 2020 | 46.65% |
| March 31, 2020 | 46.65% |
| February 29, 2020 | 35.34% |
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
28.43%
Minimum
Apr 2019
53.42%
Maximum
Nov 2021
47.22%
Average
46.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Axsome Therapeutics Inc | 81.26% |
| Alnylam Pharmaceuticals Inc | 54.98% |
| Catalyst Pharmaceuticals Inc | 64.87% |
| Ionis Pharmaceuticals Inc | 70.27% |
| Madrigal Pharmaceuticals Inc | 82.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 27.02 |
| Beta (5Y) | 0.8537 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.33% |
| Historical Sharpe Ratio (5Y) | 0.5841 |
| Historical Sortino (5Y) | 1.419 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.26% |