CEL-SCI Corp (CVM)
1.44
-0.01
(-0.69%)
USD |
NYAM |
Apr 26, 16:00
1.43
-0.01
(-0.69%)
After-Hours: 20:00
CEL-SCI Max Drawdown (5Y): 96.13% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.13% |
| February 29, 2024 | 96.13% |
| January 31, 2024 | 96.13% |
| December 31, 2023 | 96.13% |
| November 30, 2023 | 96.13% |
| October 31, 2023 | 96.13% |
| September 30, 2023 | 95.77% |
| August 31, 2023 | 95.51% |
| July 31, 2023 | 94.36% |
| June 30, 2023 | 94.36% |
| May 31, 2023 | 98.19% |
| April 30, 2023 | 98.35% |
| March 31, 2023 | 98.35% |
| February 28, 2023 | 98.35% |
| January 31, 2023 | 98.35% |
| December 31, 2022 | 98.35% |
| November 30, 2022 | 98.35% |
| October 31, 2022 | 98.35% |
| September 30, 2022 | 98.35% |
| August 31, 2022 | 98.35% |
| July 31, 2022 | 98.35% |
| June 30, 2022 | 98.35% |
| May 31, 2022 | 98.35% |
| April 30, 2022 | 98.35% |
| March 31, 2022 | 98.37% |
| Date | Value |
|---|---|
| February 28, 2022 | 98.37% |
| January 31, 2022 | 98.37% |
| December 31, 2021 | 98.37% |
| November 30, 2021 | 98.37% |
| October 31, 2021 | 98.80% |
| September 30, 2021 | 98.86% |
| August 31, 2021 | 98.86% |
| July 31, 2021 | 98.86% |
| June 30, 2021 | 98.86% |
| May 31, 2021 | 98.86% |
| April 30, 2021 | 98.86% |
| March 31, 2021 | 98.86% |
| February 28, 2021 | 98.86% |
| January 31, 2021 | 98.86% |
| December 31, 2020 | 98.86% |
| November 30, 2020 | 98.86% |
| October 31, 2020 | 98.86% |
| September 30, 2020 | 98.86% |
| August 31, 2020 | 98.86% |
| July 31, 2020 | 98.86% |
| June 30, 2020 | 98.86% |
| May 31, 2020 | 98.86% |
| April 30, 2020 | 98.86% |
| March 31, 2020 | 98.86% |
| February 29, 2020 | 98.86% |
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
94.36%
Minimum
Jun 2023
98.86%
Maximum
Apr 2019
98.17%
Average
98.83%
Median
Max Drawdown (5Y) Benchmarks
| Boston Scientific Corp | 43.49% |
| The Cigna Group | 42.47% |
| Synlogic Inc | 98.86% |
| BioXcel Therapeutics Inc | 96.98% |
| IGM Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.44 |
| Beta (5Y) | 1.290 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.24% |
| Historical Sharpe Ratio (5Y) | -0.1385 |
| Historical Sortino (5Y) | -0.30 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.80% |