First Wave BioPharma Inc (FWBI)
2.65
-0.03
(-1.12%)
USD |
NASDAQ |
Apr 30, 16:00
2.65
0.00 (0.00%)
After-Hours: 20:00
First Wave BioPharma Max Drawdown (5Y): 100.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 100.00% |
| September 30, 2023 | 100.00% |
| August 31, 2023 | 100.00% |
| July 31, 2023 | 99.99% |
| June 30, 2023 | 99.98% |
| May 31, 2023 | 99.97% |
| April 30, 2023 | 99.97% |
| March 31, 2023 | 99.97% |
| February 28, 2023 | 99.96% |
| January 31, 2023 | 99.96% |
| December 31, 2022 | 99.96% |
| November 30, 2022 | 99.94% |
| October 31, 2022 | 99.91% |
| September 30, 2022 | 99.89% |
| August 31, 2022 | 99.74% |
| July 31, 2022 | 99.68% |
| June 30, 2022 | 99.58% |
| May 31, 2022 | 99.33% |
| April 30, 2022 | 98.72% |
| March 31, 2022 | 97.84% |
| Date | Value |
|---|---|
| February 28, 2022 | 97.56% |
| January 31, 2022 | 97.53% |
| December 31, 2021 | 97.22% |
| November 30, 2021 | 96.17% |
| October 31, 2021 | 94.95% |
| September 30, 2021 | 94.37% |
| August 31, 2021 | 91.79% |
| July 31, 2021 | 91.79% |
| June 30, 2021 | 91.79% |
| May 31, 2021 | 91.79% |
| April 30, 2021 | 91.79% |
| March 31, 2021 | 91.79% |
| February 28, 2021 | 91.79% |
| January 31, 2021 | 91.79% |
| December 31, 2020 | 91.79% |
| November 30, 2020 | 91.79% |
| October 31, 2020 | 91.79% |
| September 30, 2020 | 91.79% |
| August 31, 2020 | 91.79% |
| July 31, 2020 | 91.79% |
| June 30, 2020 | 91.79% |
| May 31, 2020 | 91.79% |
| April 30, 2020 | 91.79% |
| March 31, 2020 | 91.79% |
| February 29, 2020 | 91.79% |
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
80.84%
Minimum
May 2019
100.00%
Maximum
Dec 2023
94.91%
Average
94.95%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| BioVie Inc | 98.82% |
| Jaguar Health Inc | 100.00% |
| Benitec Biopharma Inc | 99.75% |
| Immuneering Corp | -- |
| NovaBay Pharmaceuticals Inc | 99.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -104.73 |
| Beta (5Y) | 1.235 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.4% |
| Historical Sharpe Ratio (5Y) | -0.8488 |
| Historical Sortino (5Y) | -1.586 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 53.09% |