Natera Inc (NTRA)

162.15 +4.06 (+2.57%) USD  |  NASDAQ  |  Dec 20, 16:00
162.55 +0.40 (+0.25%) Pre-Market: 20:00
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Natera Max Drawdown (5Y): 77.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Guardant Health Inc 91.03%
Progyny Inc 79.49%
Delcath Systems Inc 100.0%
Star Equity Holdings Inc 98.07%
CytoSorbents Corp 93.94%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 11.53
Beta (5Y) 1.628
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 58.93%
Historical Sharpe Ratio (5Y) 0.5646
Historical Sortino (5Y) 0.9386
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.76%