ADMA Biologics Inc (ADMA)
6.785
+0.06
(+0.82%)
USD |
NASDAQ |
May 03, 15:56
ADMA Biologics Max Drawdown (5Y): 84.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.77% |
March 31, 2024 | 84.77% |
February 29, 2024 | 84.77% |
January 31, 2024 | 84.77% |
December 31, 2023 | 84.77% |
November 30, 2023 | 84.77% |
October 31, 2023 | 84.77% |
September 30, 2023 | 84.77% |
August 31, 2023 | 84.77% |
July 31, 2023 | 84.77% |
June 30, 2023 | 84.77% |
May 31, 2023 | 84.77% |
April 30, 2023 | 84.77% |
March 31, 2023 | 84.77% |
February 28, 2023 | 84.77% |
January 31, 2023 | 84.77% |
December 31, 2022 | 84.77% |
November 30, 2022 | 84.77% |
October 31, 2022 | 84.77% |
September 30, 2022 | 84.77% |
August 31, 2022 | 84.77% |
July 31, 2022 | 84.77% |
June 30, 2022 | 84.77% |
May 31, 2022 | 84.77% |
April 30, 2022 | 84.77% |
Date | Value |
---|---|
March 31, 2022 | 84.77% |
February 28, 2022 | 84.77% |
January 31, 2022 | 84.77% |
December 31, 2021 | 84.77% |
November 30, 2021 | 84.77% |
October 31, 2021 | 84.77% |
September 30, 2021 | 84.77% |
August 31, 2021 | 84.77% |
July 31, 2021 | 84.77% |
June 30, 2021 | 84.77% |
May 31, 2021 | 84.77% |
April 30, 2021 | 84.77% |
March 31, 2021 | 84.77% |
February 28, 2021 | 84.77% |
January 31, 2021 | 84.77% |
December 31, 2020 | 84.77% |
November 30, 2020 | 84.77% |
October 31, 2020 | 84.77% |
September 30, 2020 | 84.77% |
August 31, 2020 | 84.77% |
July 31, 2020 | 84.77% |
June 30, 2020 | 84.77% |
May 31, 2020 | 84.77% |
April 30, 2020 | 84.77% |
March 31, 2020 | 84.77% |
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
83.52%
Minimum
May 2019
84.77%
Maximum
Mar 2020
84.56%
Average
84.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vanda Pharmaceuticals Inc | 89.11% |
ANI Pharmaceuticals Inc | 72.96% |
Ligand Pharmaceuticals Inc | 77.41% |
Puma Biotechnology Inc | 98.76% |
Bristol-Myers Squibb Co | 42.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2628 |
Beta (5Y) | 0.4285 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.77% |
Historical Sharpe Ratio (5Y) | 0.0955 |
Historical Sortino (5Y) | 0.1708 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.76% |