Durect Corp (DRRX)
1.09
+0.08
(+7.92%)
USD |
NASDAQ |
May 03, 11:36
Durect Max Drawdown (5Y): 98.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.68% |
| March 31, 2024 | 98.68% |
| February 29, 2024 | 98.68% |
| January 31, 2024 | 98.68% |
| December 31, 2023 | 98.68% |
| November 30, 2023 | 98.62% |
| October 31, 2023 | 94.11% |
| September 30, 2023 | 93.50% |
| August 31, 2023 | 92.08% |
| July 31, 2023 | 91.97% |
| June 30, 2023 | 91.08% |
| May 31, 2023 | 91.08% |
| April 30, 2023 | 91.08% |
| March 31, 2023 | 91.08% |
| February 28, 2023 | 91.08% |
| January 31, 2023 | 91.08% |
| December 31, 2022 | 91.08% |
| November 30, 2022 | 90.09% |
| October 31, 2022 | 90.09% |
| September 30, 2022 | 90.09% |
| August 31, 2022 | 90.09% |
| July 31, 2022 | 90.09% |
| June 30, 2022 | 90.09% |
| May 31, 2022 | 90.09% |
| April 30, 2022 | 89.21% |
| Date | Value |
|---|---|
| March 31, 2022 | 85.56% |
| February 28, 2022 | 85.04% |
| January 31, 2022 | 85.04% |
| December 31, 2021 | 85.04% |
| November 30, 2021 | 85.04% |
| October 31, 2021 | 85.04% |
| September 30, 2021 | 85.04% |
| August 31, 2021 | 85.04% |
| July 31, 2021 | 85.04% |
| June 30, 2021 | 85.04% |
| May 31, 2021 | 85.04% |
| April 30, 2021 | 85.04% |
| March 31, 2021 | 85.04% |
| February 28, 2021 | 85.04% |
| January 31, 2021 | 85.04% |
| December 31, 2020 | 85.04% |
| November 30, 2020 | 85.04% |
| October 31, 2020 | 85.04% |
| September 30, 2020 | 85.04% |
| August 31, 2020 | 85.04% |
| July 31, 2020 | 85.04% |
| June 30, 2020 | 85.04% |
| May 31, 2020 | 85.04% |
| April 30, 2020 | 85.04% |
| March 31, 2020 | 85.04% |
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
85.04%
Minimum
May 2019
98.68%
Maximum
Dec 2023
88.30%
Average
85.04%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| NovaBay Pharmaceuticals Inc | 99.91% |
| Palatin Technologies Inc | 96.46% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
| Oragenics Inc | 98.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.99 |
| Beta (5Y) | 0.9361 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.2% |
| Historical Sharpe Ratio (5Y) | -0.3059 |
| Historical Sortino (5Y) | -0.6306 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.92% |