BioXcel Therapeutics Inc (BTAI)
2.55
+0.03
(+1.19%)
USD |
NASDAQ |
May 01, 16:00
2.55
0.00 (0.00%)
After-Hours: 18:38
BioXcel Therapeutics Max Drawdown (5Y): 96.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.98% |
| March 31, 2024 | 96.98% |
| February 29, 2024 | 96.98% |
| January 31, 2024 | 96.41% |
| December 31, 2023 | 96.41% |
| November 30, 2023 | 96.41% |
| October 31, 2023 | 96.41% |
| September 30, 2023 | 96.15% |
| August 31, 2023 | 94.15% |
| July 31, 2023 | 90.11% |
| June 30, 2023 | 90.11% |
| May 31, 2023 | 86.03% |
| April 30, 2023 | 86.03% |
| March 31, 2023 | 86.03% |
| February 28, 2023 | 86.03% |
| January 31, 2023 | 86.03% |
| December 31, 2022 | 86.03% |
| November 30, 2022 | 86.03% |
| October 31, 2022 | 86.03% |
| September 30, 2022 | 86.03% |
| August 31, 2022 | 86.03% |
| July 31, 2022 | 86.03% |
| June 30, 2022 | 86.03% |
| May 31, 2022 | 85.04% |
| April 30, 2022 | 81.45% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.45% |
| February 28, 2022 | 81.45% |
| January 31, 2022 | 81.45% |
| December 31, 2021 | 81.45% |
| November 30, 2021 | 81.45% |
| October 31, 2021 | 81.45% |
| September 30, 2021 | 81.45% |
| August 31, 2021 | 81.45% |
| July 31, 2021 | 81.45% |
| June 30, 2021 | 81.45% |
| May 31, 2021 | 81.45% |
| April 30, 2021 | 81.45% |
| March 31, 2021 | 81.45% |
| February 28, 2021 | 81.45% |
| January 31, 2021 | 81.45% |
| December 31, 2020 | 81.45% |
| November 30, 2020 | 81.45% |
| October 31, 2020 | 81.45% |
| September 30, 2020 | 81.45% |
| August 31, 2020 | 81.45% |
| July 31, 2020 | 81.45% |
| June 30, 2020 | 81.45% |
| May 31, 2020 | 81.45% |
| April 30, 2020 | 81.45% |
| March 31, 2020 | 81.45% |
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
81.45%
Minimum
May 2019
96.98%
Maximum
Feb 2024
84.94%
Average
81.45%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Synlogic Inc | 98.86% |
| Cormedix Inc | 93.38% |
| Bristol-Myers Squibb Co | 42.61% |
| Verastem Inc | 97.04% |
| Ocular Therapeutix Inc | 94.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.83 |
| Beta (5Y) | 0.4294 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 119.2% |
| Historical Sharpe Ratio (5Y) | -0.2269 |
| Historical Sortino (5Y) | -0.5343 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.88% |