Lightwave Logic Inc (LWLG)
3.87
+0.24
(+6.61%)
USD |
NASDAQ |
Apr 26, 16:00
3.865
0.00 (0.00%)
After-Hours: 20:00
Lightwave Logic Max Drawdown (5Y): 80.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 80.06% |
| February 29, 2024 | 80.06% |
| January 31, 2024 | 80.06% |
| December 31, 2023 | 79.81% |
| November 30, 2023 | 79.81% |
| October 31, 2023 | 79.81% |
| September 30, 2023 | 79.81% |
| August 31, 2023 | 79.81% |
| July 31, 2023 | 79.81% |
| June 30, 2023 | 79.81% |
| May 31, 2023 | 79.81% |
| April 30, 2023 | 79.45% |
| March 31, 2023 | 79.45% |
| February 28, 2023 | 79.45% |
| January 31, 2023 | 79.45% |
| December 31, 2022 | 79.45% |
| November 30, 2022 | 72.13% |
| October 31, 2022 | 72.13% |
| September 30, 2022 | 72.13% |
| August 31, 2022 | 72.13% |
| July 31, 2022 | 72.13% |
| June 30, 2022 | 72.13% |
| May 31, 2022 | 72.13% |
| April 30, 2022 | 72.13% |
| March 31, 2022 | 72.13% |
| Date | Value |
|---|---|
| February 28, 2022 | 72.13% |
| January 31, 2022 | 72.13% |
| December 31, 2021 | 72.13% |
| November 30, 2021 | 72.13% |
| October 31, 2021 | 72.13% |
| September 30, 2021 | 75.64% |
| August 31, 2021 | 79.79% |
| July 31, 2021 | 79.79% |
| June 30, 2021 | 79.79% |
| May 31, 2021 | 79.79% |
| April 30, 2021 | 79.79% |
| March 31, 2021 | 79.79% |
| February 28, 2021 | 81.88% |
| January 31, 2021 | 81.88% |
| December 31, 2020 | 81.88% |
| November 30, 2020 | 81.88% |
| October 31, 2020 | 84.67% |
| September 30, 2020 | 84.67% |
| August 31, 2020 | 84.67% |
| July 31, 2020 | 84.67% |
| June 30, 2020 | 84.67% |
| May 31, 2020 | 84.67% |
| April 30, 2020 | 84.67% |
| March 31, 2020 | 84.67% |
| February 29, 2020 | 84.67% |
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
72.13%
Minimum
Oct 2021
84.67%
Maximum
Apr 2019
79.60%
Average
79.81%
Median
May 2023
Max Drawdown (5Y) Benchmarks
| Worthington Steel Inc | -- |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.084 |
| Beta (5Y) | 1.965 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 206.3% |
| Historical Sharpe Ratio (5Y) | 0.1441 |
| Historical Sortino (5Y) | 0.6863 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |