Evoke Pharma Inc (EVOK)
0.4855
+0.03
(+6.07%)
USD |
NASDAQ |
May 03, 16:00
0.48
-0.01
(-1.13%)
After-Hours: 20:00
Evoke Pharma Max Drawdown (5Y): 99.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.36% |
March 31, 2024 | 99.14% |
February 29, 2024 | 99.09% |
January 31, 2024 | 99.08% |
December 31, 2023 | 98.59% |
November 30, 2023 | 98.59% |
October 31, 2023 | 98.59% |
September 30, 2023 | 98.59% |
August 31, 2023 | 98.42% |
July 31, 2023 | 97.96% |
June 30, 2023 | 97.96% |
May 31, 2023 | 97.90% |
April 30, 2023 | 97.90% |
March 31, 2023 | 97.90% |
February 28, 2023 | 97.90% |
January 31, 2023 | 97.90% |
December 31, 2022 | 97.90% |
November 30, 2022 | 97.90% |
October 31, 2022 | 97.49% |
September 30, 2022 | 97.27% |
August 31, 2022 | 97.02% |
July 31, 2022 | 97.02% |
June 30, 2022 | 97.02% |
May 31, 2022 | 96.07% |
April 30, 2022 | 95.13% |
Date | Value |
---|---|
March 31, 2022 | 95.13% |
February 28, 2022 | 95.13% |
January 31, 2022 | 95.13% |
December 31, 2021 | 95.13% |
November 30, 2021 | 95.13% |
October 31, 2021 | 95.13% |
September 30, 2021 | 95.13% |
August 31, 2021 | 95.13% |
July 31, 2021 | 95.13% |
June 30, 2021 | 95.13% |
May 31, 2021 | 95.13% |
April 30, 2021 | 95.13% |
March 31, 2021 | 95.13% |
February 28, 2021 | 95.13% |
January 31, 2021 | 95.13% |
December 31, 2020 | 95.13% |
November 30, 2020 | 95.13% |
October 31, 2020 | 95.13% |
September 30, 2020 | 95.13% |
August 31, 2020 | 95.13% |
July 31, 2020 | 95.13% |
June 30, 2020 | 95.13% |
May 31, 2020 | 95.13% |
April 30, 2020 | 95.13% |
March 31, 2020 | 95.13% |
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
94.78%
Minimum
May 2019
99.36%
Maximum
Apr 2024
96.28%
Average
95.13%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Eton Pharmaceuticals Inc | 79.94% |
NovaBay Pharmaceuticals Inc | 99.91% |
Palatin Technologies Inc | 96.46% |
iBio Inc | 99.97% |
Theriva Biologics Inc | 99.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -50.95 |
Beta (5Y) | 0.3839 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.0% |
Historical Sharpe Ratio (5Y) | -0.4486 |
Historical Sortino (5Y) | -1.083 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.72% |