CASI Pharmaceuticals Inc (CASI)
5.735
+0.18
(+3.33%)
USD |
NASDAQ |
Nov 14, 12:10
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 | 82.50% |
| January 31, 2021 | 82.50% |
| December 31, 2020 | 82.80% |
| November 30, 2020 | 84.20% |
| October 31, 2020 | 87.65% |
| September 30, 2020 | 87.65% |
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
Jan 2021
98.20%
Maximum
Dec 2022
92.51%
Average
95.49%
Median
Max Drawdown (5Y) Benchmarks
| Sinovac Biotech Ltd | 0.00% |
| Zai Lab Ltd | 92.84% |
| China SXT Pharmaceuticals Inc | 99.99% |
| Adagene Inc | -- |
| LakeShore Biopharma Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.54 |
| Beta (5Y) | 0.655 |
| 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% |