Krystal Biotech Inc (KRYS)
171.06
-5.33
(-3.02%)
USD |
NASDAQ |
Nov 04, 16:00
171.06
0.00 (0.00%)
After-Hours: 20:00
Krystal Biotech Max Drawdown (5Y): 53.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.42% |
| September 30, 2024 | 53.42% |
| August 31, 2024 | 53.42% |
| July 31, 2024 | 53.42% |
| June 30, 2024 | 53.42% |
| May 31, 2024 | 53.42% |
| April 30, 2024 | 53.42% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
35.34%
Minimum
Nov 2019
53.42%
Maximum
Nov 2021
49.96%
Average
53.42%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Bioventus Inc | -- |
| ADMA Biologics Inc | 84.77% |
| Axsome Therapeutics Inc | 81.26% |
| Amicus Therapeutics Inc | 74.97% |
| Sarepta Therapeutics Inc | 64.93% |
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% |