Myriad Genetics Inc (MYGN)

13.68 +0.03 (+0.22%) USD  |  NASDAQ  |  Dec 24, 12:34
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Myriad Genetics Max Drawdown (5Y): 80.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Haemonetics Corp 68.62%
Boston Scientific Corp 43.49%
Globus Medical Inc 47.91%
ResMed Inc 53.98%
Perspective Therapeutics Inc 91.70%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -36.18
Beta (5Y) 1.872
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 58.28%
Historical Sharpe Ratio (5Y) -0.1917
Historical Sortino (5Y) -0.3343
Monthly Value at Risk (VaR) 5% (5Y Lookback) 26.11%