Arcturus Therapeutics Holdings Inc (ARCT)
17.82
-0.18
(-1.00%)
USD |
NASDAQ |
Nov 04, 16:00
17.83
+0.01
(+0.06%)
After-Hours: 20:00
Arcturus Therapeutics Holdings Max Drawdown (5Y): 90.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.09% |
| September 30, 2024 | 90.09% |
| August 31, 2024 | 90.09% |
| July 31, 2024 | 90.09% |
| June 30, 2024 | 90.09% |
| May 31, 2024 | 90.09% |
| April 30, 2024 | 93.74% |
| March 31, 2024 | 96.08% |
| February 29, 2024 | 96.19% |
| January 31, 2024 | 96.19% |
| December 31, 2023 | 97.09% |
| November 30, 2023 | 97.09% |
| October 31, 2023 | 97.16% |
| September 30, 2023 | 97.51% |
| August 31, 2023 | 97.51% |
| July 31, 2023 | 97.51% |
| June 30, 2023 | 97.51% |
| May 31, 2023 | 97.51% |
| April 30, 2023 | 97.51% |
| March 31, 2023 | 97.51% |
| February 28, 2023 | 97.51% |
| January 31, 2023 | 97.51% |
| December 31, 2022 | 97.51% |
| November 30, 2022 | 97.51% |
| October 31, 2022 | 97.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.51% |
| August 31, 2022 | 97.51% |
| July 31, 2022 | 97.51% |
| June 30, 2022 | 97.51% |
| May 31, 2022 | 97.51% |
| April 30, 2022 | 97.51% |
| March 31, 2022 | 97.51% |
| February 28, 2022 | 97.51% |
| January 31, 2022 | 97.51% |
| December 31, 2021 | 97.51% |
| November 30, 2021 | 97.51% |
| October 31, 2021 | 97.51% |
| September 30, 2021 | 97.51% |
| August 31, 2021 | 97.51% |
| July 31, 2021 | 97.51% |
| June 30, 2021 | 97.51% |
| May 31, 2021 | 97.51% |
| April 30, 2021 | 97.51% |
| March 31, 2021 | 97.51% |
| February 28, 2021 | 97.51% |
| January 31, 2021 | 97.51% |
| December 31, 2020 | 97.51% |
| November 30, 2020 | 97.51% |
| October 31, 2020 | 97.51% |
| September 30, 2020 | 97.51% |
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
90.09%
Minimum
May 2024
97.51%
Maximum
Nov 2019
96.62%
Average
97.51%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Fulcrum Therapeutics Inc | 92.70% |
| Bioventus Inc | -- |
| Semler Scientific Inc | 87.15% |
| Liquidia Corp | 93.87% |
| Pfizer Inc | 54.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.54 |
| Beta (5Y) | 2.640 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 127.0% |
| Historical Sharpe Ratio (5Y) | 0.0593 |
| Historical Sortino (5Y) | 0.1878 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.32% |