ADMA Biologics Inc (ADMA)
19.26
-0.10
(-0.54%)
USD |
NASDAQ |
Nov 04, 13:02
ADMA Biologics Max Drawdown (5Y): 84.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.77% |
| September 30, 2024 | 84.77% |
| August 31, 2024 | 84.77% |
| July 31, 2024 | 84.77% |
| June 30, 2024 | 84.77% |
| May 31, 2024 | 84.77% |
| April 30, 2024 | 84.77% |
| March 31, 2024 | 84.77% |
| February 29, 2024 | 84.77% |
| January 31, 2024 | 84.77% |
| December 31, 2023 | 84.77% |
| November 30, 2023 | 84.77% |
| October 31, 2023 | 84.77% |
| September 30, 2023 | 84.77% |
| August 31, 2023 | 84.77% |
| July 31, 2023 | 84.77% |
| June 30, 2023 | 84.77% |
| May 31, 2023 | 84.77% |
| April 30, 2023 | 84.77% |
| March 31, 2023 | 84.77% |
| February 28, 2023 | 84.77% |
| January 31, 2023 | 84.77% |
| December 31, 2022 | 84.77% |
| November 30, 2022 | 84.77% |
| October 31, 2022 | 84.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.77% |
| August 31, 2022 | 84.77% |
| July 31, 2022 | 84.77% |
| June 30, 2022 | 84.77% |
| May 31, 2022 | 84.77% |
| April 30, 2022 | 84.77% |
| March 31, 2022 | 84.77% |
| February 28, 2022 | 84.77% |
| January 31, 2022 | 84.77% |
| December 31, 2021 | 84.77% |
| November 30, 2021 | 84.77% |
| October 31, 2021 | 84.77% |
| September 30, 2021 | 84.77% |
| August 31, 2021 | 84.77% |
| July 31, 2021 | 84.77% |
| June 30, 2021 | 84.77% |
| May 31, 2021 | 84.77% |
| April 30, 2021 | 84.77% |
| March 31, 2021 | 84.77% |
| February 28, 2021 | 84.77% |
| January 31, 2021 | 84.77% |
| December 31, 2020 | 84.77% |
| November 30, 2020 | 84.77% |
| October 31, 2020 | 84.77% |
| September 30, 2020 | 84.77% |
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
83.52%
Minimum
Nov 2019
84.77%
Maximum
Mar 2020
84.69%
Average
84.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Corcept Therapeutics Inc | 60.35% |
| Assembly Biosciences Inc | 98.33% |
| TG Therapeutics Inc | 93.19% |
| Varex Imaging Corp | 75.80% |
| Krystal Biotech Inc | 53.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.57 |
| Beta (5Y) | 0.644 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.13% |
| Historical Sharpe Ratio (5Y) | 0.4355 |
| Historical Sortino (5Y) | 0.8267 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.64% |