Equillium Inc (EQ)
0.6925
-0.09
(-11.26%)
USD |
NASDAQ |
Nov 14, 12:46
Equillium Max Drawdown (5Y): 98.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.20% |
| September 30, 2024 | 98.20% |
| August 31, 2024 | 98.20% |
| July 31, 2024 | 98.20% |
| June 30, 2024 | 98.20% |
| May 31, 2024 | 98.20% |
| April 30, 2024 | 98.20% |
| March 31, 2024 | 98.20% |
| February 29, 2024 | 98.20% |
| January 31, 2024 | 98.20% |
| December 31, 2023 | 98.20% |
| November 30, 2023 | 98.20% |
| October 31, 2023 | 98.17% |
| September 30, 2023 | 98.17% |
| August 31, 2023 | 98.17% |
| July 31, 2023 | 98.17% |
| June 30, 2023 | 98.17% |
| May 31, 2023 | 98.17% |
| April 30, 2023 | 97.88% |
| March 31, 2023 | 97.88% |
| February 28, 2023 | 96.87% |
| January 31, 2023 | 96.87% |
| December 31, 2022 | 96.87% |
| November 30, 2022 | 93.77% |
| October 31, 2022 | 93.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.62% |
| August 31, 2022 | 93.62% |
| July 31, 2022 | 93.62% |
| June 30, 2022 | 93.62% |
| May 31, 2022 | 91.77% |
| April 30, 2022 | 90.77% |
| March 31, 2022 | 88.72% |
| February 28, 2022 | 88.17% |
| January 31, 2022 | 88.17% |
| December 31, 2021 | 88.17% |
| November 30, 2021 | 88.17% |
| October 31, 2021 | 88.17% |
| September 30, 2021 | 88.17% |
| August 31, 2021 | 88.17% |
| July 31, 2021 | 88.17% |
| June 30, 2021 | 88.17% |
| May 31, 2021 | 88.17% |
| April 30, 2021 | 88.17% |
| March 31, 2021 | 88.17% |
| February 28, 2021 | 88.17% |
| January 31, 2021 | 88.17% |
| December 31, 2020 | 88.17% |
| November 30, 2020 | 88.17% |
| October 31, 2020 | 88.17% |
| September 30, 2020 | 88.17% |
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
84.57%
Minimum
Nov 2019
98.20%
Maximum
Nov 2023
92.36%
Average
91.27%
Median
Max Drawdown (5Y) Benchmarks
| Matinas BioPharma Holdings Inc | 99.44% |
| Tenon Medical Inc | -- |
| Alphatec Holdings Inc | 87.10% |
| Madrigal Pharmaceuticals Inc | 82.20% |
| Spero Therapeutics Inc | 96.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.70 |
| Beta (5Y) | 1.827 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 208.2% |
| Historical Sharpe Ratio (5Y) | -0.1303 |
| Historical Sortino (5Y) | -0.5645 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.57% |