Syros Pharmaceuticals Inc (SYRS)
0.3206
-0.04
(-10.92%)
USD |
NASDAQ |
Nov 14, 10:21
Syros Pharmaceuticals Max Drawdown (5Y): 99.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.00% |
| September 30, 2024 | 99.00% |
| August 31, 2024 | 98.98% |
| July 31, 2024 | 98.58% |
| June 30, 2024 | 98.58% |
| May 31, 2024 | 98.58% |
| April 30, 2024 | 98.58% |
| March 31, 2024 | 98.58% |
| February 29, 2024 | 98.58% |
| January 31, 2024 | 98.58% |
| December 31, 2023 | 98.58% |
| November 30, 2023 | 98.58% |
| October 31, 2023 | 98.58% |
| September 30, 2023 | 98.32% |
| August 31, 2023 | 98.32% |
| July 31, 2023 | 98.32% |
| June 30, 2023 | 98.32% |
| May 31, 2023 | 98.32% |
| April 30, 2023 | 98.32% |
| March 31, 2023 | 98.21% |
| February 28, 2023 | 97.97% |
| January 31, 2023 | 97.97% |
| December 31, 2022 | 97.97% |
| November 30, 2022 | 97.64% |
| October 31, 2022 | 97.22% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.08% |
| August 31, 2022 | 97.08% |
| July 31, 2022 | 97.08% |
| June 30, 2022 | 97.08% |
| May 31, 2022 | 97.08% |
| April 30, 2022 | 96.46% |
| March 31, 2022 | 95.71% |
| February 28, 2022 | 94.63% |
| January 31, 2022 | 92.21% |
| December 31, 2021 | 86.27% |
| November 30, 2021 | 83.87% |
| October 31, 2021 | 82.86% |
| September 30, 2021 | 82.82% |
| August 31, 2021 | 82.82% |
| July 31, 2021 | 81.22% |
| June 30, 2021 | 81.22% |
| May 31, 2021 | 81.22% |
| April 30, 2021 | 81.22% |
| March 31, 2021 | 81.22% |
| February 28, 2021 | 81.22% |
| January 31, 2021 | 81.22% |
| December 31, 2020 | 81.22% |
| November 30, 2020 | 81.22% |
| October 31, 2020 | 81.22% |
| September 30, 2020 | 81.22% |
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
80.25%
Minimum
Nov 2019
99.00%
Maximum
Sep 2024
90.78%
Average
96.77%
Median
Max Drawdown (5Y) Benchmarks
| Baxter International Inc | 64.18% |
| AbbVie Inc | 42.18% |
| Elanco Animal Health Inc | 78.00% |
| Opus Genetics Inc | 99.15% |
| Entrada Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -68.25 |
| Beta (5Y) | 1.59 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.7% |
| Historical Sharpe Ratio (5Y) | -0.4516 |
| Historical Sortino (5Y) | -0.9246 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.55% |