Progyny Inc (PGNY)
15.57
+0.09
(+0.58%)
USD |
NASDAQ |
Nov 29, 16:00
Progyny 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
| Natera Inc | 77.74% |
| Delcath Systems Inc | 100.0% |
| Star Equity Holdings Inc | 98.07% |
| Exact Sciences Corp | 80.42% |
| CytoSorbents Corp | 93.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.62 |
| Beta (5Y) | 1.350 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.67% |
| Historical Sharpe Ratio (5Y) | -0.2391 |
| Historical Sortino (5Y) | -0.4187 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.10% |