Verrica Pharmaceuticals Inc (VRCA)
8.51
+0.18
(+2.16%)
USD |
NASDAQ |
May 31, 16:00
8.515
0.00 (0.00%)
After-Hours: 20:00
Verrica Pharmaceuticals Max Drawdown (5Y): 91.10% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 91.10% |
April 30, 2024 | 91.10% |
March 31, 2024 | 91.10% |
February 29, 2024 | 91.10% |
January 31, 2024 | 91.10% |
December 31, 2023 | 91.10% |
November 30, 2023 | 91.10% |
October 31, 2023 | 91.10% |
September 30, 2023 | 91.10% |
August 31, 2023 | 91.10% |
July 31, 2023 | 91.10% |
June 30, 2023 | 91.10% |
May 31, 2023 | 91.10% |
April 30, 2023 | 91.10% |
March 31, 2023 | 91.10% |
February 28, 2023 | 91.10% |
January 31, 2023 | 91.10% |
December 31, 2022 | 91.10% |
November 30, 2022 | 91.10% |
October 31, 2022 | 91.10% |
September 30, 2022 | 91.10% |
August 31, 2022 | 91.10% |
July 31, 2022 | 91.10% |
June 30, 2022 | 91.10% |
May 31, 2022 | 90.51% |
Date | Value |
---|---|
April 30, 2022 | 69.71% |
March 31, 2022 | 69.71% |
February 28, 2022 | 69.71% |
January 31, 2022 | 69.71% |
December 31, 2021 | 69.71% |
November 30, 2021 | 69.71% |
October 31, 2021 | 69.71% |
September 30, 2021 | 69.71% |
August 31, 2021 | 69.71% |
July 31, 2021 | 69.71% |
June 30, 2021 | 69.71% |
May 31, 2021 | 69.71% |
April 30, 2021 | 69.71% |
March 31, 2021 | 69.71% |
February 28, 2021 | 69.71% |
January 31, 2021 | 69.71% |
December 31, 2020 | 69.71% |
November 30, 2020 | 69.71% |
October 31, 2020 | 69.71% |
September 30, 2020 | 69.71% |
August 31, 2020 | 69.71% |
July 31, 2020 | 67.94% |
June 30, 2020 | 66.81% |
May 31, 2020 | 66.81% |
April 30, 2020 | 66.81% |
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
66.81%
Minimum
Jun 2019
91.10%
Maximum
Jun 2022
77.96%
Average
69.71%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Emergent BioSolutions Inc | 98.89% |
Macrogenics Inc | 93.69% |
Aquestive Therapeutics Inc | 96.68% |
Recursion Pharmaceuticals Inc | -- |
Omega Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.70 |
Beta (5Y) | 1.766 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.16% |
Historical Sharpe Ratio (5Y) | 0.0168 |
Historical Sortino (5Y) | 0.031 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.06% |