CytoSorbents Corp (CTSO)
0.95
+0.02
(+2.15%)
USD |
NASDAQ |
May 07, 16:00
0.95
0.00 (0.00%)
After-Hours: 18:05
CytoSorbents Max Drawdown (5Y): 93.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 76.98% |
| December 31, 2020 | 76.98% |
| November 30, 2020 | 78.59% |
| October 31, 2020 | 78.59% |
| September 30, 2020 | 78.59% |
| August 31, 2020 | 78.59% |
| July 31, 2020 | 78.59% |
| June 30, 2020 | 78.59% |
| May 31, 2020 | 78.59% |
| April 30, 2020 | 78.59% |
| March 31, 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
Dec 2020
93.16%
Maximum
Apr 2024
83.77%
Average
78.59%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Delcath Systems Inc | 100.0% |
| Star Equity Holdings Inc | 97.96% |
| Exact Sciences Corp | 80.42% |
| Illumina Inc | 82.32% |
| Progyny Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.36 |
| Beta (5Y) | 0.6199 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.03% |
| Historical Sharpe Ratio (5Y) | -0.4621 |
| Historical Sortino (5Y) | -1.05 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.07% |