Collegium Pharmaceutical Inc (COLL)
37.51
0.00 (0.00%)
USD |
NASDAQ |
May 03, 16:00
37.53
+0.02
(+0.05%)
After-Hours: 20:00
Collegium Pharmaceutical Max Drawdown (5Y): 65.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 65.22% |
| March 31, 2024 | 65.22% |
| February 29, 2024 | 65.22% |
| January 31, 2024 | 65.22% |
| December 31, 2023 | 65.22% |
| November 30, 2023 | 65.22% |
| October 31, 2023 | 65.22% |
| September 30, 2023 | 65.22% |
| August 31, 2023 | 65.22% |
| July 31, 2023 | 65.22% |
| June 30, 2023 | 65.22% |
| May 31, 2023 | 65.22% |
| April 30, 2023 | 65.22% |
| March 31, 2023 | 65.22% |
| February 28, 2023 | 65.22% |
| January 31, 2023 | 65.22% |
| December 31, 2022 | 65.22% |
| November 30, 2022 | 65.22% |
| October 31, 2022 | 65.22% |
| September 30, 2022 | 65.22% |
| August 31, 2022 | 67.64% |
| July 31, 2022 | 67.64% |
| June 30, 2022 | 67.64% |
| May 31, 2022 | 68.16% |
| April 30, 2022 | 68.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.16% |
| February 28, 2022 | 73.59% |
| January 31, 2022 | 73.59% |
| December 31, 2021 | 73.59% |
| November 30, 2021 | 73.59% |
| October 31, 2021 | 73.59% |
| September 30, 2021 | 73.59% |
| August 31, 2021 | 73.59% |
| July 31, 2021 | 73.59% |
| June 30, 2021 | 73.59% |
| May 31, 2021 | 73.59% |
| April 30, 2021 | 73.59% |
| March 31, 2021 | 73.59% |
| February 28, 2021 | 73.59% |
| January 31, 2021 | 73.59% |
| December 31, 2020 | 73.59% |
| November 30, 2020 | 73.59% |
| October 31, 2020 | 73.59% |
| September 30, 2020 | 73.59% |
| August 31, 2020 | 73.59% |
| July 31, 2020 | 73.59% |
| June 30, 2020 | 73.59% |
| May 31, 2020 | 73.59% |
| April 30, 2020 | 73.59% |
| March 31, 2020 | 73.59% |
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
65.22%
Minimum
Sep 2022
73.59%
Maximum
May 2019
70.23%
Average
73.59%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Catalyst Pharmaceuticals Inc | 64.87% |
| Immunogen Inc (DELISTED) | -- |
| AnaptysBio Inc | 92.08% |
| Recursion Pharmaceuticals Inc | -- |
| Nuvalent Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.710 |
| Beta (5Y) | 1.056 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.25% |
| Historical Sharpe Ratio (5Y) | 0.3955 |
| Historical Sortino (5Y) | 0.7733 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.57% |