Sutro Biopharma Inc (STRO)
2.51
-0.02
(-0.79%)
USD |
NASDAQ |
Nov 22, 16:00
2.52
+0.01
(+0.40%)
After-Hours: 20:00
Sutro Biopharma 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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Median
Max Drawdown (5Y) Benchmarks
| Fulcrum Therapeutics Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.64 |
| Beta (5Y) | 1.170 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.17% |
| Historical Sharpe Ratio (5Y) | -0.3124 |
| Historical Sortino (5Y) | -0.6471 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.62% |