Evofem Biosciences Inc (EVFM)
0.014
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Evofem Biosciences Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 100.00% |
| September 30, 2023 | 100.00% |
| August 31, 2023 | 100.00% |
| July 31, 2023 | 100.00% |
| June 30, 2023 | 99.99% |
| May 31, 2023 | 99.99% |
| April 30, 2023 | 99.99% |
| March 31, 2023 | 99.99% |
| February 28, 2023 | 99.98% |
| January 31, 2023 | 99.96% |
| December 31, 2022 | 99.96% |
| November 30, 2022 | 99.96% |
| October 31, 2022 | 99.96% |
| September 30, 2022 | 99.91% |
| August 31, 2022 | 99.85% |
| July 31, 2022 | 99.85% |
| June 30, 2022 | 99.85% |
| May 31, 2022 | 99.82% |
| April 30, 2022 | 98.61% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.80% |
| February 28, 2022 | 97.80% |
| January 31, 2022 | 97.80% |
| December 31, 2021 | 97.80% |
| November 30, 2021 | 97.80% |
| October 31, 2021 | 97.80% |
| September 30, 2021 | 97.80% |
| August 31, 2021 | 97.80% |
| July 31, 2021 | 97.80% |
| June 30, 2021 | 97.80% |
| May 31, 2021 | 97.80% |
| April 30, 2021 | 97.80% |
| March 31, 2021 | 97.80% |
| February 28, 2021 | 97.80% |
| January 31, 2021 | 97.80% |
| December 31, 2020 | 97.80% |
| November 30, 2020 | 97.80% |
| October 31, 2020 | 97.80% |
| September 30, 2020 | 97.80% |
| August 31, 2020 | 97.80% |
| July 31, 2020 | 97.80% |
| June 30, 2020 | 97.80% |
| May 31, 2020 | 97.80% |
| April 30, 2020 | 97.80% |
| March 31, 2020 | 97.80% |
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
97.80%
Minimum
May 2019
100.00%
Maximum
Feb 2024
98.68%
Average
97.80%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Aditxt Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.91% |
| Palatin Technologies Inc | 96.46% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -83.26 |
| Beta (5Y) | -1.037 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 139.1% |
| Historical Sharpe Ratio (5Y) | -0.6816 |
| Historical Sortino (5Y) | -1.365 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 60.60% |