Eagle Pharmaceuticals Inc (EGRX)
0.95
+0.05
(+5.56%)
USD |
OTCM |
Nov 22, 16:00
Eagle Pharmaceuticals Max Drawdown (5Y): 99.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.46% |
| September 30, 2024 | 94.81% |
| August 31, 2024 | 94.81% |
| July 31, 2024 | 94.81% |
| June 30, 2024 | 94.81% |
| May 31, 2024 | 94.81% |
| April 30, 2024 | 93.70% |
| March 31, 2024 | 93.38% |
| February 29, 2024 | 93.38% |
| January 31, 2024 | 93.38% |
| December 31, 2023 | 92.80% |
| November 30, 2023 | 91.17% |
| October 31, 2023 | 79.46% |
| September 30, 2023 | 79.31% |
| August 31, 2023 | 79.31% |
| July 31, 2023 | 79.31% |
| June 30, 2023 | 78.85% |
| May 31, 2023 | 76.22% |
| April 30, 2023 | 70.21% |
| March 31, 2023 | 70.21% |
| February 28, 2023 | 70.21% |
| January 31, 2023 | 70.21% |
| December 31, 2022 | 70.21% |
| November 30, 2022 | 70.21% |
| October 31, 2022 | 70.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.50% |
| August 31, 2022 | 65.82% |
| July 31, 2022 | 65.82% |
| June 30, 2022 | 65.82% |
| May 31, 2022 | 65.82% |
| April 30, 2022 | 65.82% |
| March 31, 2022 | 65.82% |
| February 28, 2022 | 65.82% |
| January 31, 2022 | 65.82% |
| December 31, 2021 | 65.82% |
| November 30, 2021 | 65.82% |
| October 31, 2021 | 65.82% |
| September 30, 2021 | 65.82% |
| August 31, 2021 | 65.82% |
| July 31, 2021 | 65.82% |
| June 30, 2021 | 65.82% |
| May 31, 2021 | 65.82% |
| April 30, 2021 | 65.82% |
| March 31, 2021 | 66.19% |
| February 28, 2021 | 66.19% |
| January 31, 2021 | 66.19% |
| December 31, 2020 | 66.19% |
| November 30, 2020 | 66.19% |
| October 31, 2020 | 66.19% |
| September 30, 2020 | 66.19% |
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
65.82%
Minimum
Apr 2021
99.46%
Maximum
Oct 2024
73.47%
Average
66.19%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Eli Lilly and Co | 22.48% |
| Verrica Pharmaceuticals Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -70.86 |
| Beta (5Y) | 0.6162 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.01% |
| Historical Sharpe Ratio (5Y) | -0.9386 |
| Historical Sortino (5Y) | -1.175 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.18% |