Spero Therapeutics Inc (SPRO)
1.175
-0.02
(-1.26%)
USD |
NASDAQ |
Nov 22, 16:00
1.175
0.00 (0.00%)
After-Hours: 18:38
Spero Therapeutics 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
| Arbutus Biopharma Corp | 95.31% |
| Equillium Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.94 |
| Beta (5Y) | 0.6298 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.92% |
| Historical Sharpe Ratio (5Y) | -0.4205 |
| Historical Sortino (5Y) | -0.7628 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.55% |