Omeros Corp (OMER)
3.63
+0.23
(+6.76%)
USD |
NASDAQ |
May 02, 13:46
Omeros Max Drawdown (5Y): 95.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.41% |
| March 31, 2024 | 95.41% |
| February 29, 2024 | 95.41% |
| January 31, 2024 | 95.41% |
| December 31, 2023 | 95.41% |
| November 30, 2023 | 95.41% |
| October 31, 2023 | 95.41% |
| September 30, 2023 | 93.44% |
| August 31, 2023 | 93.44% |
| July 31, 2023 | 93.44% |
| June 30, 2023 | 93.44% |
| May 31, 2023 | 93.44% |
| April 30, 2023 | 93.44% |
| March 31, 2023 | 93.44% |
| February 28, 2023 | 93.44% |
| January 31, 2023 | 93.44% |
| December 31, 2022 | 93.44% |
| November 30, 2022 | 92.81% |
| October 31, 2022 | 92.81% |
| September 30, 2022 | 92.81% |
| August 31, 2022 | 92.81% |
| July 31, 2022 | 92.81% |
| June 30, 2022 | 92.81% |
| May 31, 2022 | 90.93% |
| April 30, 2022 | 87.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.00% |
| February 28, 2022 | 81.00% |
| January 31, 2022 | 81.00% |
| December 31, 2021 | 78.76% |
| November 30, 2021 | 78.76% |
| October 31, 2021 | 78.76% |
| September 30, 2021 | 66.17% |
| August 31, 2021 | 67.17% |
| July 31, 2021 | 72.14% |
| June 30, 2021 | 72.14% |
| May 31, 2021 | 72.14% |
| April 30, 2021 | 72.14% |
| March 31, 2021 | 72.14% |
| February 28, 2021 | 72.14% |
| January 31, 2021 | 72.14% |
| December 31, 2020 | 72.14% |
| November 30, 2020 | 72.14% |
| October 31, 2020 | 72.14% |
| September 30, 2020 | 72.14% |
| August 31, 2020 | 72.14% |
| July 31, 2020 | 72.14% |
| June 30, 2020 | 72.14% |
| May 31, 2020 | 72.14% |
| April 30, 2020 | 72.14% |
| March 31, 2020 | 72.14% |
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
66.17%
Minimum
Sep 2021
95.41%
Maximum
Oct 2023
81.63%
Average
78.76%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Ardelyx Inc | 95.33% |
| 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) | -47.03 |
| Beta (5Y) | 1.338 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.0% |
| Historical Sharpe Ratio (5Y) | -0.309 |
| Historical Sortino (5Y) | -0.6468 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.81% |