Cumberland Pharmaceuticals Inc (CPIX)
1.175
+0.04
(+3.07%)
USD |
NASDAQ |
Nov 05, 11:39
Cumberland Pharmaceuticals Max Drawdown (5Y): 83.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.86% |
| September 30, 2024 | 82.42% |
| August 31, 2024 | 80.69% |
| July 31, 2024 | 79.97% |
| June 30, 2024 | 79.97% |
| May 31, 2024 | 79.57% |
| April 30, 2024 | 79.57% |
| March 31, 2024 | 79.57% |
| February 29, 2024 | 79.57% |
| January 31, 2024 | 79.57% |
| December 31, 2023 | 79.57% |
| November 30, 2023 | 79.57% |
| October 31, 2023 | 79.57% |
| September 30, 2023 | 79.57% |
| August 31, 2023 | 79.57% |
| July 31, 2023 | 79.57% |
| June 30, 2023 | 79.00% |
| May 31, 2023 | 77.36% |
| April 30, 2023 | 75.75% |
| March 31, 2023 | 75.75% |
| February 28, 2023 | 75.75% |
| January 31, 2023 | 75.75% |
| December 31, 2022 | 75.75% |
| November 30, 2022 | 75.75% |
| October 31, 2022 | 75.75% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.75% |
| August 31, 2022 | 75.75% |
| July 31, 2022 | 75.75% |
| June 30, 2022 | 75.75% |
| May 31, 2022 | 73.74% |
| April 30, 2022 | 72.36% |
| March 31, 2022 | 72.36% |
| February 28, 2022 | 72.36% |
| January 31, 2022 | 72.36% |
| December 31, 2021 | 72.36% |
| November 30, 2021 | 72.36% |
| October 31, 2021 | 67.71% |
| September 30, 2021 | 67.46% |
| August 31, 2021 | 67.46% |
| July 31, 2021 | 67.46% |
| June 30, 2021 | 67.46% |
| May 31, 2021 | 67.46% |
| April 30, 2021 | 66.46% |
| March 31, 2021 | 63.57% |
| February 28, 2021 | 63.57% |
| January 31, 2021 | 63.57% |
| December 31, 2020 | 63.57% |
| November 30, 2020 | 63.57% |
| October 31, 2020 | 62.94% |
| September 30, 2020 | 60.55% |
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
46.15%
Minimum
Dec 2019
83.86%
Maximum
Oct 2024
70.58%
Average
73.05%
Median
Max Drawdown (5Y) Benchmarks
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
| Oragenics Inc | 99.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.76 |
| Beta (5Y) | 0.2162 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.70% |
| Historical Sharpe Ratio (5Y) | -0.5202 |
| Historical Sortino (5Y) | -1.331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.94% |