Evelo Biosciences Inc (EVLO)
0.0004
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Evelo Biosciences Max Drawdown (5Y): 100.0% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 100.0% |
| September 30, 2024 | 100.0% |
| August 31, 2024 | 100.0% |
| July 31, 2024 | 100.0% |
| June 30, 2024 | 100.0% |
| May 31, 2024 | 100.00% |
| April 30, 2024 | 99.99% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.99% |
| December 31, 2023 | 99.99% |
| November 30, 2023 | 99.92% |
| October 31, 2023 | 99.89% |
| September 30, 2023 | 99.55% |
| August 31, 2023 | 99.55% |
| July 31, 2023 | 99.55% |
| June 30, 2023 | 99.55% |
| May 31, 2023 | 99.46% |
| April 30, 2023 | 99.46% |
| March 31, 2023 | 99.07% |
| February 28, 2023 | 96.67% |
| January 31, 2023 | 94.57% |
| December 31, 2022 | 92.26% |
| November 30, 2022 | 92.15% |
| October 31, 2022 | 92.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.15% |
| August 31, 2022 | 92.15% |
| July 31, 2022 | 92.15% |
| June 30, 2022 | 92.15% |
| May 31, 2022 | 92.15% |
| April 30, 2022 | 88.76% |
| March 31, 2022 | 85.70% |
| February 28, 2022 | 83.82% |
| January 31, 2022 | 80.26% |
| December 31, 2021 | 80.26% |
| November 30, 2021 | 80.26% |
| October 31, 2021 | 80.26% |
| September 30, 2021 | 80.26% |
| August 31, 2021 | 80.26% |
| July 31, 2021 | 80.26% |
| June 30, 2021 | 80.26% |
| May 31, 2021 | 80.26% |
| April 30, 2021 | 80.26% |
| March 31, 2021 | 80.26% |
| February 28, 2021 | 80.26% |
| January 31, 2021 | 80.26% |
| December 31, 2020 | 80.26% |
| November 30, 2020 | 80.26% |
| October 31, 2020 | 80.26% |
| September 30, 2020 | 80.26% |
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
72.26%
Minimum
Nov 2019
100.0%
Maximum
Jun 2024
88.88%
Average
90.46%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -111.53 |
| Beta (5Y) | 1.288 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.58K% |
| Historical Sharpe Ratio (5Y) | -0.0207 |
| Historical Sortino (5Y) | -1.046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 84.94% |