Personalis Inc (PSNL)
5.33
+0.33
(+6.60%)
USD |
NASDAQ |
Nov 05, 11:45
Personalis Max Drawdown (5Y): 98.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.18% |
| September 30, 2024 | 98.18% |
| August 31, 2024 | 98.18% |
| July 31, 2024 | 98.18% |
| June 30, 2024 | 98.18% |
| May 31, 2024 | 98.18% |
| April 30, 2024 | 98.18% |
| March 31, 2024 | 98.18% |
| February 29, 2024 | 98.18% |
| January 31, 2024 | 98.18% |
| December 31, 2023 | 98.18% |
| November 30, 2023 | 98.18% |
| October 31, 2023 | 98.18% |
| September 30, 2023 | 97.67% |
| August 31, 2023 | 97.06% |
| July 31, 2023 | 96.51% |
| June 30, 2023 | 96.51% |
| May 31, 2023 | 96.51% |
| April 30, 2023 | 96.51% |
| March 31, 2023 | 96.51% |
| February 28, 2023 | 96.51% |
| January 31, 2023 | 96.51% |
| December 31, 2022 | 96.51% |
| November 30, 2022 | 95.55% |
| October 31, 2022 | 95.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.34% |
| August 31, 2022 | 93.63% |
| July 31, 2022 | 93.59% |
| June 30, 2022 | 93.59% |
| May 31, 2022 | 92.24% |
| April 30, 2022 | 89.02% |
| March 31, 2022 | 85.18% |
| February 28, 2022 | 84.30% |
| January 31, 2022 | 84.30% |
| December 31, 2021 | 84.30% |
| November 30, 2021 | 84.30% |
| October 31, 2021 | 84.30% |
| September 30, 2021 | 84.30% |
| August 31, 2021 | 84.30% |
| July 31, 2021 | 84.30% |
| June 30, 2021 | 84.30% |
| May 31, 2021 | 84.30% |
| April 30, 2021 | 84.30% |
| March 31, 2021 | 84.30% |
| February 28, 2021 | 84.30% |
| January 31, 2021 | 84.30% |
| December 31, 2020 | 84.30% |
| November 30, 2020 | 84.30% |
| October 31, 2020 | 84.30% |
| September 30, 2020 | 84.30% |
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
70.98%
Minimum
Nov 2019
98.18%
Maximum
Oct 2023
89.73%
Average
90.63%
Median
Max Drawdown (5Y) Benchmarks
| Repligen Corp | 64.79% |
| Myriad Genetics Inc | 80.57% |
| Axogen Inc | 87.50% |
| CareDx Inc | 94.87% |
| Perspective Therapeutics Inc | 91.70% |
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% |