Phreesia Inc (PHR)
19.04
+0.52
(+2.81%)
USD |
NYSE |
Nov 21, 16:00
19.04
0.00 (0.00%)
After-Hours: 20:00
Phreesia Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
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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
American Shared Hospital Services | 73.16% |
Astrana Health Inc | 77.25% |
Cryo-Cell International Inc | 76.33% |
P3 Health Partners Inc | -- |
Biote Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.76 |
Beta (5Y) | 0.9451 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.40% |
Historical Sharpe Ratio (5Y) | -0.1795 |
Historical Sortino (5Y) | -0.2952 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.10% |