SOPHiA GENETICS SA (SOPH)
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+0.20
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Aug 25, 16:00
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Pre-Market: 08:55
SOPHiA GENETICS Max Drawdown (5Y) : 91.35% for July 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 |
|---|---|
| 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) | -30.83 |
| Beta (5Y) | 0.9564 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.51% |
| Historical Sharpe Ratio (5Y) | -0.3081 |
| Historical Sortino (5Y) | -0.5639 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.51% |