ADMA Biologics Inc (ADMA)
21.30
-0.07
(-0.33%)
USD |
NASDAQ |
Nov 21, 16:00
21.90
+0.60
(+2.82%)
After-Hours: 05:14
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% |
Madrigal Pharmaceuticals Inc | 82.20% |
Assembly Biosciences Inc | 98.41% |
TG Therapeutics Inc | 93.19% |
Krystal Biotech Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 16.57 |
Beta (5Y) | 0.6440 |
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% |