Myriad Genetics Inc (MYGN)
15.12
-0.18
(-1.18%)
USD |
NASDAQ |
Nov 21, 16:00
15.12
0.00 (0.00%)
After-Hours: 20:00
Myriad Genetics Max Drawdown (5Y): 80.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 80.57% |
September 30, 2024 | 80.57% |
August 31, 2024 | 80.57% |
July 31, 2024 | 80.57% |
June 30, 2024 | 80.57% |
May 31, 2024 | 80.57% |
April 30, 2024 | 80.57% |
March 31, 2024 | 80.57% |
February 29, 2024 | 80.57% |
January 31, 2024 | 80.57% |
December 31, 2023 | 80.57% |
November 30, 2023 | 80.57% |
October 31, 2023 | 80.57% |
September 30, 2023 | 80.57% |
August 31, 2023 | 80.57% |
July 31, 2023 | 80.57% |
June 30, 2023 | 80.57% |
May 31, 2023 | 80.57% |
April 30, 2023 | 80.57% |
March 31, 2023 | 80.57% |
February 28, 2023 | 80.57% |
January 31, 2023 | 80.57% |
December 31, 2022 | 80.57% |
November 30, 2022 | 80.57% |
October 31, 2022 | 80.57% |
Date | Value |
---|---|
September 30, 2022 | 80.57% |
August 31, 2022 | 80.57% |
July 31, 2022 | 80.57% |
June 30, 2022 | 80.57% |
May 31, 2022 | 80.57% |
April 30, 2022 | 80.57% |
March 31, 2022 | 80.57% |
February 28, 2022 | 80.57% |
January 31, 2022 | 80.57% |
December 31, 2021 | 80.57% |
November 30, 2021 | 80.57% |
October 31, 2021 | 80.57% |
September 30, 2021 | 80.57% |
August 31, 2021 | 80.57% |
July 31, 2021 | 80.57% |
June 30, 2021 | 80.57% |
May 31, 2021 | 80.57% |
April 30, 2021 | 80.57% |
March 31, 2021 | 80.57% |
February 28, 2021 | 80.57% |
January 31, 2021 | 80.57% |
December 31, 2020 | 80.57% |
November 30, 2020 | 80.57% |
October 31, 2020 | 80.57% |
September 30, 2020 | 80.57% |
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
66.64%
Minimum
Nov 2019
80.57%
Maximum
Mar 2020
79.64%
Average
80.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Boston Scientific Corp | 43.49% |
ResMed Inc | 53.98% |
Globus Medical Inc | 47.91% |
Perspective Therapeutics Inc | 91.70% |
Electromed Inc | 55.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -35.47 |
Beta (5Y) | 1.930 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.53% |
Historical Sharpe Ratio (5Y) | -0.1867 |
Historical Sortino (5Y) | -0.3359 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.22% |