Aldeyra Therapeutics Inc (ALDX)
4.81
+0.05
(+1.05%)
USD |
NASDAQ |
Nov 21, 16:00
4.82
+0.01
(+0.21%)
After-Hours: 20:00
Aldeyra Therapeutics Max Drawdown (5Y): 90.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.10% |
| September 30, 2024 | 90.10% |
| August 31, 2024 | 90.10% |
| July 31, 2024 | 90.10% |
| June 30, 2024 | 90.10% |
| May 31, 2024 | 90.10% |
| April 30, 2024 | 90.10% |
| March 31, 2024 | 90.10% |
| February 29, 2024 | 90.10% |
| January 31, 2024 | 90.10% |
| December 31, 2023 | 90.10% |
| November 30, 2023 | 90.10% |
| October 31, 2023 | 90.10% |
| September 30, 2023 | 88.71% |
| August 31, 2023 | 88.71% |
| July 31, 2023 | 88.71% |
| June 30, 2023 | 88.71% |
| May 31, 2023 | 88.71% |
| April 30, 2023 | 88.71% |
| March 31, 2023 | 88.71% |
| February 28, 2023 | 88.71% |
| January 31, 2023 | 88.71% |
| December 31, 2022 | 88.71% |
| November 30, 2022 | 88.71% |
| October 31, 2022 | 88.71% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.71% |
| August 31, 2022 | 88.71% |
| July 31, 2022 | 88.71% |
| June 30, 2022 | 88.71% |
| May 31, 2022 | 88.71% |
| April 30, 2022 | 88.71% |
| March 31, 2022 | 88.71% |
| February 28, 2022 | 88.71% |
| January 31, 2022 | 88.71% |
| December 31, 2021 | 88.71% |
| November 30, 2021 | 88.71% |
| October 31, 2021 | 88.71% |
| September 30, 2021 | 88.71% |
| August 31, 2021 | 88.71% |
| July 31, 2021 | 88.71% |
| June 30, 2021 | 88.71% |
| May 31, 2021 | 88.71% |
| April 30, 2021 | 88.71% |
| March 31, 2021 | 88.71% |
| February 28, 2021 | 88.71% |
| January 31, 2021 | 88.71% |
| December 31, 2020 | 88.71% |
| November 30, 2020 | 88.71% |
| October 31, 2020 | 88.71% |
| September 30, 2020 | 88.71% |
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
70.91%
Minimum
Nov 2019
90.10%
Maximum
Oct 2023
87.87%
Average
88.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AbbVie Inc | 42.18% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.16 |
| Beta (5Y) | 1.440 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.49% |
| Historical Sharpe Ratio (5Y) | -0.0378 |
| Historical Sortino (5Y) | -0.0621 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.99% |