Citius Pharmaceuticals Inc (CTXR)

3.13 +0.22 (+7.56%) USD  |  NASDAQ  |  Dec 24, 16:00
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Citius Pharmaceuticals Max Drawdown (5Y): 98.88% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Merck & Co Inc 27.26%
Citius Oncology Inc --
NovaBay Pharmaceuticals Inc 99.98%
Palatin Technologies Inc 97.38%
iBio Inc 99.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -44.18
Beta (5Y) 1.480
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 87.13%
Historical Sharpe Ratio (5Y) -0.2802
Historical Sortino (5Y) -0.5274
Monthly Value at Risk (VaR) 5% (5Y Lookback) 38.45%