Chemomab Therapeutics Ltd (CMMB)
0.73
+0.02
(+2.27%)
USD |
NASDAQ |
May 02, 16:00
0.73
0.00 (0.00%)
After-Hours: 20:00
Chemomab Therapeutics Max Drawdown (5Y): 99.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.73% |
March 31, 2024 | 99.73% |
February 29, 2024 | 99.73% |
January 31, 2024 | 99.73% |
December 31, 2023 | 99.73% |
November 30, 2023 | 99.71% |
October 31, 2023 | 99.58% |
September 30, 2023 | 99.48% |
August 31, 2023 | 99.42% |
July 31, 2023 | 99.42% |
June 30, 2023 | 99.42% |
May 31, 2023 | 99.18% |
April 30, 2023 | 99.18% |
March 31, 2023 | 99.17% |
February 28, 2023 | 99.10% |
January 31, 2023 | 98.90% |
December 31, 2022 | 98.90% |
November 30, 2022 | 98.87% |
October 31, 2022 | 98.87% |
September 30, 2022 | 98.65% |
August 31, 2022 | 98.51% |
July 31, 2022 | 98.51% |
June 30, 2022 | 98.51% |
May 31, 2022 | 98.51% |
April 30, 2022 | 98.20% |
Date | Value |
---|---|
March 31, 2022 | 97.96% |
February 28, 2022 | 97.96% |
January 31, 2022 | 97.33% |
December 31, 2021 | 96.29% |
November 30, 2021 | 95.09% |
October 31, 2021 | 94.75% |
September 30, 2021 | 94.44% |
August 31, 2021 | 94.44% |
July 31, 2021 | 94.44% |
June 30, 2021 | 94.44% |
May 31, 2021 | 94.44% |
April 30, 2021 | 94.44% |
March 31, 2021 | 94.44% |
February 28, 2021 | 94.44% |
January 31, 2021 | 94.44% |
December 31, 2020 | 94.44% |
November 30, 2020 | 94.44% |
October 31, 2020 | 94.44% |
September 30, 2020 | 94.44% |
August 31, 2020 | 94.44% |
July 31, 2020 | 94.44% |
June 30, 2020 | 94.44% |
May 31, 2020 | 94.44% |
April 30, 2020 | 94.44% |
March 31, 2020 | 94.44% |
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
55.60%
Minimum
May 2019
99.73%
Maximum
Dec 2023
94.04%
Average
94.92%
Median
Max Drawdown (5Y) Benchmarks
Compugen Ltd | 97.28% |
Pluri Inc | 96.47% |
BioLine Rx Ltd | 97.41% |
Can Fite Biofarma Ltd | 99.32% |
BiomX Inc | 98.75% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -68.77 |
Beta (5Y) | 0.3874 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.24% |
Historical Sharpe Ratio (5Y) | -0.6988 |
Historical Sortino (5Y) | -1.383 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.10% |