Sorrento Therapeutics Inc (SRNE)
0.014
0.00 (0.00%)
USD |
OTCM |
May 02, 15:59
Sorrento Therapeutics Max Drawdown (5Y): 99.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.96% |
March 31, 2024 | 99.96% |
February 29, 2024 | 99.89% |
January 31, 2024 | 99.88% |
December 31, 2023 | 99.88% |
November 30, 2023 | 99.78% |
October 31, 2023 | 99.70% |
September 30, 2023 | 99.52% |
August 31, 2023 | 99.30% |
July 31, 2023 | 99.12% |
June 30, 2023 | 99.12% |
May 31, 2023 | 99.12% |
April 30, 2023 | 99.12% |
March 31, 2023 | 99.12% |
February 28, 2023 | 99.12% |
January 31, 2023 | 96.06% |
December 31, 2022 | 96.06% |
November 30, 2022 | 94.05% |
October 31, 2022 | 94.05% |
September 30, 2022 | 94.05% |
August 31, 2022 | 94.05% |
July 31, 2022 | 94.05% |
June 30, 2022 | 94.05% |
May 31, 2022 | 94.05% |
April 30, 2022 | 94.05% |
Date | Value |
---|---|
March 31, 2022 | 94.05% |
February 28, 2022 | 94.05% |
January 31, 2022 | 94.05% |
December 31, 2021 | 94.05% |
November 30, 2021 | 94.05% |
October 31, 2021 | 94.05% |
September 30, 2021 | 94.05% |
August 31, 2021 | 94.05% |
July 31, 2021 | 94.05% |
June 30, 2021 | 94.05% |
May 31, 2021 | 94.05% |
April 30, 2021 | 94.05% |
March 31, 2021 | 94.05% |
February 28, 2021 | 94.05% |
January 31, 2021 | 94.05% |
December 31, 2020 | 94.05% |
November 30, 2020 | 94.05% |
October 31, 2020 | 94.05% |
September 30, 2020 | 94.05% |
August 31, 2020 | 94.05% |
July 31, 2020 | 94.05% |
June 30, 2020 | 94.05% |
May 31, 2020 | 94.05% |
April 30, 2020 | 94.05% |
March 31, 2020 | 94.05% |
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
94.01%
Minimum
Oct 2019
99.96%
Maximum
Mar 2024
95.58%
Average
94.05%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Scilex Holding Co | -- |
AIM ImmunoTech Inc | 99.76% |
Perspective Therapeutics Inc | 91.70% |
Protalix BioTherapeutics Inc | 94.35% |
Armata Pharmaceuticals Inc | 99.87% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -89.85 |
Beta (5Y) | 1.934 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 163.0% |
Historical Sharpe Ratio (5Y) | -0.4191 |
Historical Sortino (5Y) | -1.036 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 55.55% |