Quanterix Corp (QTRX)
11.73
-0.06
(-0.51%)
USD |
NASDAQ |
Jan 08, 16:00
11.73
0.00 (0.00%)
After-Hours: 20:00
Quanterix Max Drawdown (5Y): 91.77% for Dec. 31, 2024
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
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) | -33.28 |
Beta (5Y) | 1.330 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.34% |
Historical Sharpe Ratio (5Y) | -0.2286 |
Historical Sortino (5Y) | -0.413 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.58% |