Collegium Pharmaceutical Inc (COLL)
30.40
+0.40
(+1.33%)
USD |
NASDAQ |
Nov 21, 16:00
30.40
0.00 (0.00%)
After-Hours: 20:00
Collegium Pharmaceutical Max Drawdown (5Y): 54.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 54.13% |
September 30, 2024 | 61.97% |
August 31, 2024 | 63.88% |
July 31, 2024 | 64.05% |
June 30, 2024 | 65.22% |
May 31, 2024 | 65.22% |
April 30, 2024 | 65.22% |
March 31, 2024 | 65.22% |
February 29, 2024 | 65.22% |
January 31, 2024 | 65.22% |
December 31, 2023 | 65.22% |
November 30, 2023 | 65.22% |
October 31, 2023 | 65.22% |
September 30, 2023 | 65.22% |
August 31, 2023 | 65.22% |
July 31, 2023 | 65.22% |
June 30, 2023 | 65.22% |
May 31, 2023 | 65.22% |
April 30, 2023 | 65.22% |
March 31, 2023 | 65.22% |
February 28, 2023 | 65.22% |
January 31, 2023 | 65.22% |
December 31, 2022 | 65.22% |
November 30, 2022 | 65.22% |
October 31, 2022 | 67.64% |
Date | Value |
---|---|
September 30, 2022 | 67.64% |
August 31, 2022 | 67.64% |
July 31, 2022 | 68.16% |
June 30, 2022 | 68.16% |
May 31, 2022 | 68.16% |
April 30, 2022 | 73.59% |
March 31, 2022 | 73.59% |
February 28, 2022 | 73.59% |
January 31, 2022 | 73.59% |
December 31, 2021 | 73.59% |
November 30, 2021 | 73.59% |
October 31, 2021 | 73.59% |
September 30, 2021 | 73.59% |
August 31, 2021 | 73.59% |
July 31, 2021 | 73.59% |
June 30, 2021 | 73.59% |
May 31, 2021 | 73.59% |
April 30, 2021 | 73.59% |
March 31, 2021 | 73.59% |
February 28, 2021 | 73.59% |
January 31, 2021 | 73.59% |
December 31, 2020 | 73.59% |
November 30, 2020 | 73.59% |
October 31, 2020 | 73.59% |
September 30, 2020 | 73.59% |
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
54.13%
Minimum
Oct 2024
73.59%
Maximum
Nov 2019
69.39%
Average
70.88%
Median
Max Drawdown (5Y) Benchmarks
Pfizer Inc | 54.78% |
Context Therapeutics Inc | -- |
NovaBay Pharmaceuticals Inc | 99.98% |
Palatin Technologies Inc | 97.38% |
iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.586 |
Beta (5Y) | 0.9536 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.29% |
Historical Sharpe Ratio (5Y) | 0.5186 |
Historical Sortino (5Y) | 0.8513 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.14% |