Aldeyra Therapeutics Inc (ALDX)
3.34
+0.25
(+8.09%)
USD |
NASDAQ |
Mar 28, 09:55
Aldeyra Therapeutics Max Drawdown (5Y): 90.10% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 88.71% |
July 31, 2020 | 88.71% |
June 30, 2020 | 88.71% |
May 31, 2020 | 88.71% |
April 30, 2020 | 88.71% |
March 31, 2020 | 88.71% |
February 29, 2020 | 73.52% |
January 31, 2020 | 70.91% |
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
Mar 2019
90.10%
Maximum
Oct 2023
85.31%
Average
88.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
United Therapeutics Corp | 60.30% |
Heron Therapeutics Inc | 98.09% |
Esperion Therapeutics Inc | 99.01% |
NovaBay Pharmaceuticals Inc | 99.88% |
Palatin Technologies Inc | 96.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.38 |
Beta (5Y) | 1.529 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.09% |
Historical Sharpe Ratio (5Y) | -0.1823 |
Historical Sortino (5Y) | -0.3008 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.99% |