SpringWorks Therapeutics Inc (SWTX)
39.11
+2.81
(+7.74%)
USD |
NASDAQ |
Nov 22, 13:54
SpringWorks Therapeutics 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
Ocugen Inc | 99.96% |
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) | -3.082 |
Beta (5Y) | 0.7952 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.99% |
Historical Sharpe Ratio (5Y) | 0.1159 |
Historical Sortino (5Y) | 0.2111 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.78% |