Scholar Rock Holding Corp (SRRK)
27.67
-0.75
(-2.64%)
USD |
NASDAQ |
Nov 04, 16:00
27.67
0.00 (0.00%)
After-Hours: 07:42
Scholar Rock Max Drawdown (5Y): 93.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.15% |
| September 30, 2024 | 93.15% |
| August 31, 2024 | 93.15% |
| July 31, 2024 | 93.15% |
| June 30, 2024 | 93.15% |
| May 31, 2024 | 93.15% |
| April 30, 2024 | 93.15% |
| March 31, 2024 | 93.15% |
| February 29, 2024 | 93.15% |
| January 31, 2024 | 93.15% |
| December 31, 2023 | 93.15% |
| November 30, 2023 | 93.15% |
| October 31, 2023 | 93.15% |
| September 30, 2023 | 93.15% |
| August 31, 2023 | 93.15% |
| July 31, 2023 | 93.15% |
| June 30, 2023 | 93.15% |
| May 31, 2023 | 93.15% |
| April 30, 2023 | 93.15% |
| March 31, 2023 | 93.15% |
| February 28, 2023 | 93.15% |
| January 31, 2023 | 93.15% |
| December 31, 2022 | 93.15% |
| November 30, 2022 | 93.15% |
| October 31, 2022 | 93.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.15% |
| August 31, 2022 | 93.15% |
| July 31, 2022 | 93.15% |
| June 30, 2022 | 93.15% |
| May 31, 2022 | 93.02% |
| April 30, 2022 | 89.61% |
| March 31, 2022 | 82.52% |
| February 28, 2022 | 76.15% |
| January 31, 2022 | 76.05% |
| December 31, 2021 | 74.97% |
| November 30, 2021 | 74.97% |
| October 31, 2021 | 74.97% |
| September 30, 2021 | 74.97% |
| August 31, 2021 | 74.97% |
| July 31, 2021 | 74.97% |
| June 30, 2021 | 74.97% |
| May 31, 2021 | 74.97% |
| April 30, 2021 | 74.97% |
| March 31, 2021 | 74.97% |
| February 28, 2021 | 74.97% |
| January 31, 2021 | 74.97% |
| December 31, 2020 | 74.97% |
| November 30, 2020 | 74.97% |
| October 31, 2020 | 74.97% |
| September 30, 2020 | 74.97% |
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
74.97%
Minimum
Nov 2019
93.15%
Maximum
Jun 2022
84.47%
Average
91.31%
Median
Max Drawdown (5Y) Benchmarks
| Cytokinetics Inc | 55.71% |
| Regeneron Pharmaceuticals Inc | 43.25% |
| Ocugen Inc | 99.95% |
| Mirum Pharmaceuticals Inc | 63.78% |
| NeuroBo Pharmaceuticals Inc | 99.99% |
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% |