Mirum Pharmaceuticals Inc (MIRM)
43.48
-0.21
(-0.48%)
USD |
NASDAQ |
Nov 21, 16:00
43.48
0.00 (0.00%)
After-Hours: 20:00
Mirum Pharmaceuticals 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
| Arcutis Biotherapeutics Inc | -- |
| Cytokinetics Inc | 55.71% |
| Amicus Therapeutics Inc | 74.97% |
| MannKind Corp | 97.67% |
| TG Therapeutics Inc | 93.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 22.51 |
| Beta (5Y) | 1.163 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.71% |
| Historical Sharpe Ratio (5Y) | 0.5625 |
| Historical Sortino (5Y) | 1.398 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.04% |