Spero Therapeutics Inc (SPRO)
1.635
+0.02
(+1.55%)
USD |
NASDAQ |
May 03, 12:33
Spero Therapeutics Max Drawdown (5Y): 96.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.92% |
| March 31, 2024 | 96.92% |
| February 29, 2024 | 96.92% |
| January 31, 2024 | 96.92% |
| December 31, 2023 | 96.92% |
| November 30, 2023 | 96.92% |
| October 31, 2023 | 96.92% |
| September 30, 2023 | 96.92% |
| August 31, 2023 | 96.92% |
| July 31, 2023 | 96.92% |
| June 30, 2023 | 96.92% |
| May 31, 2023 | 96.92% |
| April 30, 2023 | 96.92% |
| March 31, 2023 | 96.92% |
| February 28, 2023 | 96.92% |
| January 31, 2023 | 96.92% |
| December 31, 2022 | 96.92% |
| November 30, 2022 | 96.92% |
| October 31, 2022 | 96.92% |
| September 30, 2022 | 96.92% |
| August 31, 2022 | 96.92% |
| July 31, 2022 | 96.74% |
| June 30, 2022 | 96.64% |
| May 31, 2022 | 94.65% |
| April 30, 2022 | 77.98% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.48% |
| February 28, 2022 | 70.48% |
| January 31, 2022 | 70.48% |
| December 31, 2021 | 70.48% |
| November 30, 2021 | 70.48% |
| October 31, 2021 | 70.48% |
| September 30, 2021 | 70.48% |
| August 31, 2021 | 70.48% |
| July 31, 2021 | 70.48% |
| June 30, 2021 | 70.48% |
| May 31, 2021 | 70.48% |
| April 30, 2021 | 70.48% |
| March 31, 2021 | 70.48% |
| February 28, 2021 | 70.48% |
| January 31, 2021 | 70.48% |
| December 31, 2020 | 70.48% |
| November 30, 2020 | 70.48% |
| October 31, 2020 | 70.48% |
| September 30, 2020 | 70.48% |
| August 31, 2020 | 70.48% |
| July 31, 2020 | 70.48% |
| June 30, 2020 | 70.48% |
| May 31, 2020 | 70.48% |
| April 30, 2020 | 70.48% |
| March 31, 2020 | 70.48% |
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
68.12%
Minimum
May 2019
96.92%
Maximum
Aug 2022
80.74%
Average
70.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Retractable Technologies Inc | 95.49% |
| OptiNose Inc | 94.79% |
| scPharmaceuticals Inc | 80.48% |
| electroCore Inc | 98.95% |
| Equillium Inc | 98.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.78 |
| Beta (5Y) | 0.6206 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.47% |
| Historical Sharpe Ratio (5Y) | -0.3964 |
| Historical Sortino (5Y) | -0.7198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.55% |