Scholar Rock Holding Corp (SRRK)
15.10
+0.14
(+0.97%)
USD |
NASDAQ |
May 02, 16:00
15.98
+0.88
(+5.79%)
Pre-Market: 09:27
Scholar Rock Max Drawdown (5Y): 93.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 74.97% |
| July 31, 2020 | 74.97% |
| June 30, 2020 | 74.97% |
| May 31, 2020 | 74.97% |
| April 30, 2020 | 74.97% |
| March 31, 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
50.50%
Minimum
May 2019
93.15%
Maximum
Jun 2022
81.20%
Average
74.97%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Regeneron Pharmaceuticals Inc | 53.84% |
| Ocular Therapeutix Inc | 94.06% |
| Alpine Immune Sciences Inc | 97.33% |
| Keros Therapeutics Inc | -- |
| X4 Pharmaceuticals Inc | 99.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.66 |
| Beta (5Y) | 0.937 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 116.4% |
| Historical Sharpe Ratio (5Y) | -0.0792 |
| Historical Sortino (5Y) | -0.2272 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.70% |