Celcuity Inc (CELC)
13.19
+0.46
(+3.61%)
USD |
NASDAQ |
Nov 22, 16:00
13.18
0.00 (0.00%)
After-Hours: 20:00
Celcuity Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CEL-SCI Corp | 96.78% |
| AIM ImmunoTech Inc | 99.76% |
| IGC Pharma Inc | 97.77% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Protalix BioTherapeutics Inc | 94.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.45 |
| Beta (5Y) | 0.7566 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.20% |
| Historical Sharpe Ratio (5Y) | -0.0319 |
| Historical Sortino (5Y) | -0.0826 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.24% |