Celcuity Inc (CELC)
14.13
-0.50
(-3.42%)
USD |
NASDAQ |
Nov 14, 16:00
14.13
0.00 (0.00%)
After-Hours: 17:42
Celcuity Max Drawdown (5Y): 85.64% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.64% |
| September 30, 2024 | 85.64% |
| August 31, 2024 | 85.64% |
| July 31, 2024 | 85.64% |
| June 30, 2024 | 85.64% |
| May 31, 2024 | 85.64% |
| April 30, 2024 | 85.64% |
| March 31, 2024 | 85.64% |
| February 29, 2024 | 85.64% |
| January 31, 2024 | 85.64% |
| December 31, 2023 | 85.64% |
| November 30, 2023 | 85.64% |
| October 31, 2023 | 85.64% |
| September 30, 2023 | 85.64% |
| August 31, 2023 | 85.64% |
| July 31, 2023 | 85.64% |
| June 30, 2023 | 85.64% |
| May 31, 2023 | 85.64% |
| April 30, 2023 | 85.64% |
| March 31, 2023 | 85.64% |
| February 28, 2023 | 85.64% |
| January 31, 2023 | 85.64% |
| December 31, 2022 | 85.64% |
| November 30, 2022 | 85.64% |
| October 31, 2022 | 85.64% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.64% |
| August 31, 2022 | 85.64% |
| July 31, 2022 | 85.64% |
| June 30, 2022 | 85.64% |
| May 31, 2022 | 85.64% |
| April 30, 2022 | 85.64% |
| March 31, 2022 | 85.64% |
| February 28, 2022 | 85.64% |
| January 31, 2022 | 85.64% |
| December 31, 2021 | 85.64% |
| November 30, 2021 | 85.64% |
| October 31, 2021 | 85.64% |
| September 30, 2021 | 85.64% |
| August 31, 2021 | 85.64% |
| July 31, 2021 | 85.64% |
| June 30, 2021 | 85.64% |
| May 31, 2021 | 85.64% |
| April 30, 2021 | 85.64% |
| March 31, 2021 | 85.64% |
| February 28, 2021 | 85.64% |
| January 31, 2021 | 85.64% |
| December 31, 2020 | 85.64% |
| November 30, 2020 | 85.64% |
| October 31, 2020 | 85.64% |
| September 30, 2020 | 85.64% |
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
67.53%
Minimum
Nov 2019
85.64%
Maximum
Apr 2020
84.49%
Average
85.64%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| CEL-SCI Corp | 96.78% |
| AIM ImmunoTech Inc | 99.61% |
| IGC Pharma Inc | 97.77% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Protalix BioTherapeutics Inc | 94.35% |
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% |