CytoSorbents Corp (CTSO)
0.89
-0.03
(-2.83%)
USD |
NASDAQ |
Nov 21, 16:00
0.89
0.00 (0.00%)
After-Hours: 20:00
CytoSorbents Max Drawdown (5Y): 93.94% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.94% |
| September 30, 2024 | 93.94% |
| August 31, 2024 | 93.94% |
| July 31, 2024 | 93.94% |
| June 30, 2024 | 93.91% |
| May 31, 2024 | 93.16% |
| April 30, 2024 | 93.16% |
| March 31, 2024 | 93.04% |
| February 29, 2024 | 93.04% |
| January 31, 2024 | 93.04% |
| December 31, 2023 | 93.04% |
| November 30, 2023 | 93.04% |
| October 31, 2023 | 93.04% |
| September 30, 2023 | 93.04% |
| August 31, 2023 | 93.04% |
| July 31, 2023 | 93.04% |
| June 30, 2023 | 93.04% |
| May 31, 2023 | 93.04% |
| April 30, 2023 | 93.04% |
| March 31, 2023 | 93.04% |
| February 28, 2023 | 93.04% |
| January 31, 2023 | 93.04% |
| December 31, 2022 | 93.04% |
| November 30, 2022 | 91.89% |
| October 31, 2022 | 91.89% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.89% |
| August 31, 2022 | 88.11% |
| July 31, 2022 | 88.11% |
| June 30, 2022 | 88.11% |
| May 31, 2022 | 87.43% |
| April 30, 2022 | 86.22% |
| March 31, 2022 | 80.51% |
| February 28, 2022 | 78.24% |
| January 31, 2022 | 78.24% |
| December 31, 2021 | 76.98% |
| November 30, 2021 | 76.98% |
| October 31, 2021 | 76.98% |
| September 30, 2021 | 76.98% |
| August 31, 2021 | 76.98% |
| July 31, 2021 | 76.98% |
| June 30, 2021 | 76.98% |
| May 31, 2021 | 76.98% |
| April 30, 2021 | 76.98% |
| March 31, 2021 | 76.98% |
| February 28, 2021 | 76.98% |
| January 31, 2021 | 78.59% |
| December 31, 2020 | 78.59% |
| November 30, 2020 | 78.59% |
| October 31, 2020 | 78.59% |
| September 30, 2020 | 78.59% |
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
76.98%
Minimum
Feb 2021
93.94%
Maximum
Jul 2024
85.35%
Average
86.82%
Median
Max Drawdown (5Y) Benchmarks
| Delcath Systems Inc | 100.0% |
| Star Equity Holdings Inc | 98.07% |
| Exact Sciences Corp | 80.42% |
| Illumina Inc | 82.32% |
| Progyny Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.24 |
| Beta (5Y) | 0.5618 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.87% |
| Historical Sharpe Ratio (5Y) | -0.3499 |
| Historical Sortino (5Y) | -0.8303 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.41% |