Rhythm Pharmaceuticals Inc (RYTM)
59.03
-0.33
(-0.56%)
USD |
NASDAQ |
Nov 21, 16:00
61.00
+1.97
(+3.34%)
After-Hours: 05:28
Rhythm Pharmaceuticals 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
| Eli Lilly and Co | 22.48% |
| TG Therapeutics Inc | 93.19% |
| Regeneron Pharmaceuticals Inc | 47.49% |
| Voyager Therapeutics Inc | 92.11% |
| Krystal Biotech Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.88 |
| Beta (5Y) | 2.092 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 142.8% |
| Historical Sharpe Ratio (5Y) | 0.1059 |
| Historical Sortino (5Y) | 0.3487 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.83% |