Phathom Pharmaceuticals Inc (PHAT)
9.34
-0.11
(-1.16%)
USD |
NASDAQ |
Nov 22, 16:00
9.32
-0.02
(-0.21%)
Pre-Market: 20:00
Phathom Pharmaceuticals 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
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
| Oragenics Inc | 99.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.52 |
| Beta (5Y) | 0.7196 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.20% |
| Historical Sharpe Ratio (5Y) | -0.1094 |
| Historical Sortino (5Y) | -0.2095 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.87% |