CEL-SCI Corp (CVM)
0.59
-0.01
(-2.40%)
USD |
NYAM |
Nov 22, 09:37
CEL-SCI Max Drawdown (5Y): 96.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.78% |
| September 30, 2024 | 96.20% |
| August 31, 2024 | 96.13% |
| July 31, 2024 | 96.13% |
| June 30, 2024 | 96.13% |
| May 31, 2024 | 96.13% |
| April 30, 2024 | 96.13% |
| 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 | 98.65% |
| June 30, 2023 | 98.66% |
| May 31, 2023 | 98.66% |
| April 30, 2023 | 98.66% |
| March 31, 2023 | 98.66% |
| February 28, 2023 | 98.66% |
| January 31, 2023 | 98.66% |
| December 31, 2022 | 98.66% |
| November 30, 2022 | 98.66% |
| October 31, 2022 | 98.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.66% |
| August 31, 2022 | 98.66% |
| July 31, 2022 | 98.66% |
| June 30, 2022 | 98.66% |
| May 31, 2022 | 98.66% |
| April 30, 2022 | 98.66% |
| March 31, 2022 | 98.66% |
| February 28, 2022 | 98.66% |
| January 31, 2022 | 98.66% |
| December 31, 2021 | 98.80% |
| November 30, 2021 | 98.86% |
| October 31, 2021 | 98.86% |
| 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% |
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
95.51%
Minimum
Aug 2023
98.86%
Maximum
Nov 2019
98.11%
Average
98.66%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| AIM ImmunoTech Inc | 99.76% |
| IGC Pharma Inc | 97.77% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Protalix BioTherapeutics Inc | 94.38% |
| Palatin Technologies Inc | 97.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.77 |
| Beta (5Y) | 0.6869 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.62% |
| Historical Sharpe Ratio (5Y) | -0.3876 |
| Historical Sortino (5Y) | -0.8239 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.31% |