CASI Pharmaceuticals Inc (CASI)
5.10
-0.15
(-2.86%)
USD |
NASDAQ |
Nov 22, 12:36
CASI Pharmaceuticals Max Drawdown (5Y): 98.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 98.20% |
September 30, 2024 | 98.20% |
August 31, 2024 | 98.20% |
July 31, 2024 | 98.20% |
June 30, 2024 | 98.20% |
May 31, 2024 | 98.20% |
April 30, 2024 | 98.20% |
March 31, 2024 | 98.20% |
February 29, 2024 | 98.20% |
January 31, 2024 | 98.20% |
December 31, 2023 | 98.20% |
November 30, 2023 | 98.20% |
October 31, 2023 | 98.20% |
September 30, 2023 | 98.20% |
August 31, 2023 | 98.20% |
July 31, 2023 | 98.20% |
June 30, 2023 | 98.20% |
May 31, 2023 | 98.20% |
April 30, 2023 | 98.20% |
March 31, 2023 | 98.20% |
February 28, 2023 | 98.20% |
January 31, 2023 | 98.20% |
December 31, 2022 | 98.20% |
November 30, 2022 | 97.75% |
October 31, 2022 | 97.72% |
Date | Value |
---|---|
September 30, 2022 | 97.13% |
August 31, 2022 | 97.13% |
July 31, 2022 | 97.00% |
June 30, 2022 | 96.54% |
May 31, 2022 | 96.21% |
April 30, 2022 | 94.78% |
March 31, 2022 | 92.83% |
February 28, 2022 | 92.83% |
January 31, 2022 | 92.83% |
December 31, 2021 | 90.64% |
November 30, 2021 | 89.16% |
October 31, 2021 | 87.24% |
September 30, 2021 | 85.91% |
August 31, 2021 | 85.91% |
July 31, 2021 | 85.91% |
June 30, 2021 | 82.75% |
May 31, 2021 | 82.75% |
April 30, 2021 | 82.50% |
March 31, 2021 | 82.50% |
February 28, 2021 | 85.64% |
January 31, 2021 | 85.64% |
December 31, 2020 | 88.87% |
November 30, 2020 | 88.87% |
October 31, 2020 | 88.87% |
September 30, 2020 | 88.87% |
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
82.50%
Minimum
Mar 2021
98.20%
Maximum
Dec 2022
93.06%
Average
95.49%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.54 |
Beta (5Y) | 0.6550 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 99.07% |
Historical Sharpe Ratio (5Y) | -0.3138 |
Historical Sortino (5Y) | -0.7975 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.79% |