Scholar Rock Holding Corp (SRRK)
29.61
+2.94
(+11.02%)
USD |
NASDAQ |
Nov 22, 15:54
Scholar Rock 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
| Cytokinetics Inc | 55.71% |
| Regeneron Pharmaceuticals Inc | 47.49% |
| Ocugen Inc | 99.96% |
| Mirum Pharmaceuticals Inc | -- |
| NeuroBo Pharmaceuticals Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.77 |
| Beta (5Y) | 0.4689 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 154.3% |
| Historical Sharpe Ratio (5Y) | 0.1479 |
| Historical Sortino (5Y) | 0.5436 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.96% |