Minerva Neurosciences Inc (NERV)
2.40
+0.04
(+1.70%)
USD |
NASDAQ |
May 01, 16:00
Minerva Neurosciences Max Drawdown (5Y): 98.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.78% |
| March 31, 2024 | 98.78% |
| February 29, 2024 | 98.78% |
| January 31, 2024 | 98.78% |
| December 31, 2023 | 98.78% |
| November 30, 2023 | 98.78% |
| October 31, 2023 | 98.78% |
| September 30, 2023 | 98.78% |
| August 31, 2023 | 98.78% |
| July 31, 2023 | 98.78% |
| June 30, 2023 | 98.78% |
| May 31, 2023 | 98.78% |
| April 30, 2023 | 98.78% |
| March 31, 2023 | 98.78% |
| February 28, 2023 | 98.78% |
| January 31, 2023 | 98.78% |
| December 31, 2022 | 98.78% |
| November 30, 2022 | 97.85% |
| October 31, 2022 | 97.85% |
| September 30, 2022 | 97.85% |
| August 31, 2022 | 97.85% |
| July 31, 2022 | 97.85% |
| June 30, 2022 | 97.70% |
| May 31, 2022 | 97.62% |
| April 30, 2022 | 96.53% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.68% |
| February 28, 2022 | 95.36% |
| January 31, 2022 | 95.10% |
| December 31, 2021 | 94.55% |
| November 30, 2021 | 93.39% |
| October 31, 2021 | 91.36% |
| September 30, 2021 | 89.18% |
| August 31, 2021 | 89.18% |
| July 31, 2021 | 87.48% |
| June 30, 2021 | 84.83% |
| May 31, 2021 | 84.83% |
| April 30, 2021 | 84.63% |
| March 31, 2021 | 84.63% |
| February 28, 2021 | 84.63% |
| January 31, 2021 | 84.63% |
| December 31, 2020 | 84.63% |
| November 30, 2020 | 81.16% |
| October 31, 2020 | 81.16% |
| September 30, 2020 | 81.16% |
| August 31, 2020 | 78.71% |
| July 31, 2020 | 78.10% |
| June 30, 2020 | 76.87% |
| May 31, 2020 | 74.76% |
| April 30, 2020 | 71.63% |
| March 31, 2020 | 71.63% |
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
65.65%
Minimum
May 2019
98.78%
Maximum
Dec 2022
88.11%
Average
92.38%
Median
Max Drawdown (5Y) Benchmarks
| Viking Therapeutics Inc | 89.26% |
| Janux Therapeutics Inc | -- |
| ACADIA Pharmaceuticals Inc | 77.18% |
| Karyopharm Therapeutics Inc | 97.56% |
| Calidi Biotherapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -52.49 |
| Beta (5Y) | 0.2672 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 171.6% |
| Historical Sharpe Ratio (5Y) | -0.2885 |
| Historical Sortino (5Y) | -0.7433 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 56.93% |