BioSig Technologies Inc (BSGM)
1.84
+0.07
(+3.95%)
USD |
NASDAQ |
May 21, 16:00
1.81
-0.03
(-1.63%)
After-Hours: 20:00
BioSig Technologies Max Drawdown (5Y): 99.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.72% |
March 31, 2024 | 99.72% |
February 29, 2024 | 99.72% |
January 31, 2024 | 98.58% |
December 31, 2023 | 97.80% |
November 30, 2023 | 97.80% |
October 31, 2023 | 97.56% |
September 30, 2023 | 97.56% |
August 31, 2023 | 97.56% |
July 31, 2023 | 97.56% |
June 30, 2023 | 97.56% |
May 31, 2023 | 97.56% |
April 30, 2023 | 97.56% |
March 31, 2023 | 97.56% |
February 28, 2023 | 97.56% |
January 31, 2023 | 97.56% |
December 31, 2022 | 97.56% |
November 30, 2022 | 97.56% |
October 31, 2022 | 95.96% |
September 30, 2022 | 95.29% |
August 31, 2022 | 95.29% |
July 31, 2022 | 95.29% |
June 30, 2022 | 94.68% |
May 31, 2022 | 93.50% |
April 30, 2022 | 93.37% |
Date | Value |
---|---|
March 31, 2022 | 91.64% |
February 28, 2022 | 88.09% |
January 31, 2022 | 87.33% |
December 31, 2021 | 81.59% |
November 30, 2021 | 80.41% |
October 31, 2021 | 80.41% |
September 30, 2021 | 77.11% |
August 31, 2021 | 77.11% |
July 31, 2021 | 75.17% |
June 30, 2021 | 75.17% |
May 31, 2021 | 75.17% |
April 30, 2021 | 74.75% |
March 31, 2021 | 74.75% |
February 28, 2021 | 74.75% |
January 31, 2021 | 74.75% |
December 31, 2020 | 74.75% |
November 30, 2020 | 78.36% |
October 31, 2020 | 78.36% |
September 30, 2020 | 78.36% |
August 31, 2020 | 78.36% |
July 31, 2020 | 78.36% |
June 30, 2020 | 78.36% |
May 31, 2020 | 78.36% |
April 30, 2020 | 78.36% |
March 31, 2020 | 78.36% |
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
74.75%
Minimum
Dec 2020
99.72%
Maximum
Feb 2024
86.32%
Average
80.41%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Cutera Inc | 98.09% |
Dynatronics Corp | 96.99% |
Stereotaxis Inc | 86.04% |
Electromed Inc | 55.84% |
Myomo Inc | 99.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -61.94 |
Beta (5Y) | 0.6998 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 134.4% |
Historical Sharpe Ratio (5Y) | -0.4028 |
Historical Sortino (5Y) | -1.007 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.36% |