NRX Pharmaceuticals Inc (NRXP)
2.10
-0.08
(-3.67%)
USD |
NASDAQ |
May 02, 11:05
NRX Pharmaceuticals Max Drawdown (5Y): 99.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.63% |
| March 31, 2024 | 99.63% |
| February 29, 2024 | 99.63% |
| January 31, 2024 | 99.63% |
| December 31, 2023 | 99.63% |
| November 30, 2023 | 99.63% |
| October 31, 2023 | 99.63% |
| September 30, 2023 | 99.63% |
| August 31, 2023 | 99.55% |
| July 31, 2023 | 99.44% |
| June 30, 2023 | 99.27% |
| May 31, 2023 | 99.19% |
| April 30, 2023 | 99.19% |
| March 31, 2023 | 99.19% |
| February 28, 2023 | 99.19% |
| January 31, 2023 | 99.19% |
| December 31, 2022 | 99.19% |
| November 30, 2022 | 99.19% |
| October 31, 2022 | 99.19% |
| September 30, 2022 | 99.19% |
| August 31, 2022 | 99.19% |
| July 31, 2022 | 99.19% |
| June 30, 2022 | 99.19% |
| May 31, 2022 | 99.15% |
| April 30, 2022 | 97.53% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.09% |
| February 28, 2022 | 95.92% |
| January 31, 2022 | 95.44% |
| December 31, 2021 | 92.82% |
| November 30, 2021 | 92.82% |
| October 31, 2021 | 89.19% |
| September 30, 2021 | 86.41% |
| August 31, 2021 | 86.41% |
| July 31, 2021 | 86.41% |
| June 30, 2021 | 81.47% |
| May 31, 2021 | 70.64% |
| April 30, 2021 | 59.22% |
| March 31, 2021 | 59.22% |
| February 28, 2021 | 42.90% |
| January 31, 2021 | 40.43% |
| December 31, 2020 | 36.39% |
| November 30, 2020 | 11.39% |
| October 31, 2020 | 11.39% |
| September 30, 2020 | 11.39% |
| August 31, 2020 | 11.39% |
| July 31, 2020 | 11.39% |
| June 30, 2020 | 11.39% |
| May 31, 2020 | 10.15% |
| April 30, 2020 | 10.15% |
| March 31, 2020 | 10.15% |
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
1.52%
Minimum
May 2019
99.63%
Maximum
Sep 2023
64.06%
Average
91.01%
Median
Max Drawdown (5Y) Benchmarks
| Achieve Life Sciences Inc | 99.94% |
| Dare Bioscience Inc | 99.33% |
| Zevra Therapeutics Inc | 99.27% |
| Kodiak Sciences Inc | 99.15% |
| INmune Bio Inc | 80.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -67.12 |
| Beta (5Y) | 1.149 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 114.0% |
| Historical Sharpe Ratio (5Y) | -0.4762 |
| Historical Sortino (5Y) | -0.9179 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.37% |