Catalyst Pharmaceuticals Inc (CPRX)
16.44
+0.32 (+1.99%)
USD |
NASDAQ |
Mar 27, 16:00
16.59
+0.15 (+0.91%)
After-Hours: 20:00
Catalyst Pharmaceuticals Max Drawdown (5Y): 66.55% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 66.55% |
January 31, 2023 | 66.55% |
December 31, 2022 | 66.55% |
November 30, 2022 | 66.55% |
October 31, 2022 | 66.55% |
September 30, 2022 | 66.55% |
August 31, 2022 | 66.55% |
July 31, 2022 | 66.55% |
June 30, 2022 | 66.55% |
May 31, 2022 | 66.55% |
April 30, 2022 | 66.55% |
March 31, 2022 | 66.55% |
February 28, 2022 | 70.56% |
January 31, 2022 | 71.43% |
December 31, 2021 | 80.66% |
November 30, 2021 | 80.84% |
October 31, 2021 | 81.01% |
September 30, 2021 | 82.23% |
August 31, 2021 | 83.28% |
July 31, 2021 | 83.28% |
June 30, 2021 | 83.45% |
May 31, 2021 | 87.28% |
April 30, 2021 | 87.46% |
March 31, 2021 | 89.36% |
February 28, 2021 | 90.33% |
Date | Value |
---|---|
January 31, 2021 | 90.33% |
December 31, 2020 | 90.33% |
November 30, 2020 | 90.33% |
October 31, 2020 | 90.33% |
September 30, 2020 | 90.33% |
August 31, 2020 | 90.33% |
July 31, 2020 | 90.33% |
June 30, 2020 | 90.33% |
May 31, 2020 | 90.33% |
April 30, 2020 | 90.33% |
March 31, 2020 | 90.33% |
February 29, 2020 | 90.33% |
January 31, 2020 | 90.33% |
December 31, 2019 | 90.33% |
November 30, 2019 | 90.33% |
October 31, 2019 | 90.33% |
September 30, 2019 | 90.33% |
August 31, 2019 | 90.33% |
July 31, 2019 | 90.33% |
June 30, 2019 | 90.33% |
May 31, 2019 | 90.33% |
April 30, 2019 | 90.33% |
March 31, 2019 | 90.33% |
February 28, 2019 | 90.33% |
January 31, 2019 | 90.33% |
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
66.55%
Minimum
Mar 2022
90.33%
Maximum
Mar 2018
83.85%
Average
90.33%
Median
Mar 2018
Max Drawdown (5Y) Benchmarks
ADMA Biologics Inc | 84.77% |
Ardelyx Inc | 95.33% |
Rhythm Pharmaceuticals Inc | 92.10% |
Merrimack Pharmaceuticals Inc | 97.30% |
Jaguar Health Inc | 99.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 25.58 |
Beta (5Y) | 1.159 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.61% |
Historical Sharpe Ratio (5Y) | 0.9101 |
Historical Sortino (5Y) | 1.857 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.86% |