Personalis Inc (PSNL)
3.38
-0.08
(-2.31%)
USD |
NASDAQ |
Nov 21, 16:00
3.32
-0.06
(-1.78%)
Pre-Market: 09:19
Personalis 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
| Repligen Corp | 64.79% |
| Axogen Inc | 90.41% |
| CareDx Inc | 94.87% |
| Perspective Therapeutics Inc | 91.70% |
| Electromed Inc | 55.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.77 |
| Beta (5Y) | 1.938 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.2% |
| Historical Sharpe Ratio (5Y) | -0.1416 |
| Historical Sortino (5Y) | -0.4214 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.47% |