BioXcel Therapeutics Inc (BTAI)
2.12
-0.19
(-8.23%)
USD |
NASDAQ |
Mar 28, 16:00
2.09
-0.03
(-1.42%)
After-Hours: 20:00
BioXcel Therapeutics Max Drawdown (5Y): 99.83% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Omeros Corp | 95.41% |
| Chimerix Inc | 97.79% |
| scPharmaceuticals Inc | 77.60% |
| IGM Biosciences Inc | 98.94% |
| ZyVersa Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -82.89 |
| Beta (5Y) | 0.8942 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.16% |
| Historical Sharpe Ratio (5Y) | -0.7214 |
| Historical Sortino (5Y) | -1.333 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.90% |