Myriad Genetics Inc (MYGN)
17.60
-0.24
(-1.32%)
USD |
NASDAQ |
Nov 05, 16:00
17.60
0.00 (0.00%)
After-Hours: 16:04
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% |
| Abbott Laboratories | 33.88% |
| Personalis Inc | 98.18% |
| 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% |