SOPHiA GENETICS SA (SOPH)
7.975
+0.02
(+0.19%)
USD |
NASDAQ |
Sep 16, 16:00
8.11
+0.14
(+1.69%)
Pre-Market: 20:00
SOPHiA GENETICS Max Drawdown (5Y) : 91.35% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 91.35% |
| July 31, 2026 | 91.35% |
| June 30, 2026 | 91.35% |
| May 31, 2026 | 91.35% |
| April 30, 2026 | 91.35% |
| March 31, 2026 | 91.35% |
| February 28, 2026 | 91.35% |
| Date | Value |
|---|---|
| January 31, 2026 | 91.35% |
| December 31, 2025 | 91.35% |
| November 30, 2025 | 91.35% |
| October 31, 2025 | 91.35% |
| September 30, 2025 | 91.35% |
| August 31, 2025 | 91.35% |
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
| HealthStream, Inc. | 41.45% |
| Simulations Plus, Inc. | 85.81% |
| CareView Communications, Inc. | 97.35% |
| DATATRAK International, Inc. | 99.95% |
| Glow Holdings, Inc. | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.33 |
| Beta (5Y) | 0.9790 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.94% |
| Historical Sharpe Ratio (5Y) | -0.2667 |
| Historical Sortino (5Y) | -0.4979 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.51% |