Cassava Sciences Inc (SAVA)
23.12
+1.56
(+7.24%)
USD |
NASDAQ |
May 17, 16:00
23.14
+0.02
(+0.09%)
Pre-Market: 20:00
Cassava Sciences Max Drawdown (5Y): 95.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.95% |
March 31, 2024 | 96.61% |
February 29, 2024 | 97.21% |
January 31, 2024 | 97.41% |
December 31, 2023 | 97.41% |
November 30, 2023 | 97.57% |
October 31, 2023 | 97.83% |
September 30, 2023 | 98.20% |
August 31, 2023 | 98.20% |
July 31, 2023 | 98.20% |
June 30, 2023 | 98.20% |
May 31, 2023 | 98.20% |
April 30, 2023 | 98.20% |
March 31, 2023 | 98.20% |
February 28, 2023 | 98.20% |
January 31, 2023 | 98.20% |
December 31, 2022 | 98.20% |
November 30, 2022 | 98.20% |
October 31, 2022 | 98.20% |
September 30, 2022 | 98.20% |
August 31, 2022 | 98.20% |
July 31, 2022 | 98.20% |
June 30, 2022 | 98.20% |
May 31, 2022 | 98.20% |
April 30, 2022 | 98.20% |
Date | Value |
---|---|
March 31, 2022 | 98.20% |
February 28, 2022 | 98.20% |
January 31, 2022 | 98.20% |
December 31, 2021 | 98.20% |
November 30, 2021 | 98.20% |
October 31, 2021 | 98.20% |
September 30, 2021 | 98.20% |
August 31, 2021 | 98.20% |
July 31, 2021 | 98.20% |
June 30, 2021 | 98.20% |
May 31, 2021 | 98.20% |
April 30, 2021 | 98.20% |
March 31, 2021 | 98.20% |
February 28, 2021 | 98.20% |
January 31, 2021 | 98.20% |
December 31, 2020 | 98.20% |
November 30, 2020 | 98.20% |
October 31, 2020 | 98.20% |
September 30, 2020 | 98.20% |
August 31, 2020 | 98.20% |
July 31, 2020 | 98.20% |
June 30, 2020 | 98.20% |
May 31, 2020 | 98.20% |
April 30, 2020 | 98.20% |
March 31, 2020 | 98.20% |
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
95.95%
Minimum
Apr 2024
98.20%
Maximum
May 2019
98.07%
Average
98.20%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Amylyx Pharmaceuticals Inc | -- |
ACADIA Pharmaceuticals Inc | 77.18% |
Vertex Pharmaceuticals Inc | 41.60% |
Cormedix Inc | 93.38% |
Oragenics Inc | 98.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 84.46 |
Beta (5Y) | -0.3769 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 299.2% |
Historical Sharpe Ratio (5Y) | 0.2682 |
Historical Sortino (5Y) | 1.466 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.86% |