Collegium Pharmaceutical Inc (COLL)
33.46
-0.68
(-1.99%)
USD |
NASDAQ |
Nov 01, 16:00
33.41
-0.05
(-0.15%)
After-Hours: 20:00
Collegium Pharmaceutical Max Drawdown (5Y): 52.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.45% |
| September 30, 2024 | 52.45% |
| August 31, 2024 | 54.13% |
| July 31, 2024 | 61.97% |
| June 30, 2024 | 63.88% |
| May 31, 2024 | 64.05% |
| 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 | 65.22% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.22% |
| August 31, 2022 | 67.64% |
| July 31, 2022 | 67.64% |
| June 30, 2022 | 67.64% |
| May 31, 2022 | 68.16% |
| April 30, 2022 | 68.16% |
| March 31, 2022 | 68.16% |
| 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
52.45%
Minimum
Sep 2024
73.59%
Maximum
Nov 2019
68.69%
Average
68.16%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Rigel Pharmaceuticals Inc | 86.40% |
| Esperion Therapeutics Inc | 99.01% |
| Context Therapeutics Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
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% |