Liquidia Corp (LQDA)
10.15
+0.03
(+0.30%)
USD |
NASDAQ |
Nov 21, 16:00
10.16
+0.01
(+0.10%)
After-Hours: 20:00
Liquidia 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
| United Therapeutics Corp | 57.90% |
| Arcturus Therapeutics Holdings Inc | 90.09% |
| Paragon 28 Inc | -- |
| Tonix Pharmaceuticals Holding Corp | 100.00% |
| AIM ImmunoTech Inc | 99.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.85 |
| Beta (5Y) | 0.2075 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.95% |
| Historical Sharpe Ratio (5Y) | 0.2139 |
| Historical Sortino (5Y) | 0.4931 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.45% |