CytomX Therapeutics Inc (CTMX)
4.43
-0.07
(-1.56%)
USD |
NASDAQ |
May 03, 16:00
4.69
+0.26
(+5.87%)
After-Hours: 20:00
CytomX Therapeutics Max Drawdown (5Y): 96.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.52% |
March 31, 2024 | 96.52% |
February 29, 2024 | 96.52% |
January 31, 2024 | 96.52% |
December 31, 2023 | 96.52% |
November 30, 2023 | 96.52% |
October 31, 2023 | 96.52% |
September 30, 2023 | 96.52% |
August 31, 2023 | 96.52% |
July 31, 2023 | 96.52% |
June 30, 2023 | 96.52% |
May 31, 2023 | 96.52% |
April 30, 2023 | 96.52% |
March 31, 2023 | 96.52% |
February 28, 2023 | 96.52% |
January 31, 2023 | 96.52% |
December 31, 2022 | 96.52% |
November 30, 2022 | 96.52% |
October 31, 2022 | 96.41% |
September 30, 2022 | 96.41% |
August 31, 2022 | 96.41% |
July 31, 2022 | 96.41% |
June 30, 2022 | 95.53% |
May 31, 2022 | 95.53% |
April 30, 2022 | 95.00% |
Date | Value |
---|---|
March 31, 2022 | 92.20% |
February 28, 2022 | 89.45% |
January 31, 2022 | 89.45% |
December 31, 2021 | 89.45% |
November 30, 2021 | 89.45% |
October 31, 2021 | 89.45% |
September 30, 2021 | 89.45% |
August 31, 2021 | 89.45% |
July 31, 2021 | 89.45% |
June 30, 2021 | 89.45% |
May 31, 2021 | 89.45% |
April 30, 2021 | 89.45% |
March 31, 2021 | 89.45% |
February 28, 2021 | 89.45% |
January 31, 2021 | 89.45% |
December 31, 2020 | 89.45% |
November 30, 2020 | 89.45% |
October 31, 2020 | 89.45% |
September 30, 2020 | 89.45% |
August 31, 2020 | 89.45% |
July 31, 2020 | 89.45% |
June 30, 2020 | 89.45% |
May 31, 2020 | 89.45% |
April 30, 2020 | 89.45% |
March 31, 2020 | 89.45% |
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
72.68%
Minimum
May 2019
96.52%
Maximum
Nov 2022
90.70%
Average
89.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ocular Therapeutix Inc | 94.06% |
Bristol-Myers Squibb Co | 42.61% |
ACADIA Pharmaceuticals Inc | 77.18% |
Cytokinetics Inc | 53.24% |
Calidi Biotherapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -43.89 |
Beta (5Y) | 1.088 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.28% |
Historical Sharpe Ratio (5Y) | -0.3958 |
Historical Sortino (5Y) | -0.9269 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.29% |