Scholar Rock Holding Corp (SRRK)

44.80 +2.71 (+6.44%) USD  |  NASDAQ  |  Dec 20, 16:00
42.54 -2.26 (-5.04%) After-Hours: 20:00
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Scholar Rock Max Drawdown (5Y): 93.15% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Cytokinetics Inc 55.89%
Cassava Sciences Inc 97.17%
Regeneron Pharmaceuticals Inc 43.25%
Ocugen Inc 99.96%
BridgeBio Pharma Inc 92.80%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 26.09
Beta (5Y) 0.5775
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 163.2%
Historical Sharpe Ratio (5Y) 0.2071
Historical Sortino (5Y) 0.8046
Monthly Value at Risk (VaR) 5% (5Y Lookback) 33.96%