Quanterix Corp (QTRX)
11.72
+0.70
(+6.35%)
USD |
NASDAQ |
Nov 21, 16:00
11.72
0.00 (0.00%)
After-Hours: 20:00
Quanterix 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
| Hologic Inc | 46.24% |
| Nuwellis Inc | 100.00% |
| Varex Imaging Corp | 75.80% |
| Azenta Inc | 70.61% |
| Electromed Inc | 55.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.67 |
| Beta (5Y) | 1.362 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.24% |
| Historical Sharpe Ratio (5Y) | -0.1473 |
| Historical Sortino (5Y) | -0.2644 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.58% |