Evoke Pharma, Inc. (EVOK)
11.00
0.00 (0.00%)
USD |
NASDAQ |
Oct 23, 16:00
Evoke Pharma Max Drawdown (5Y) : 99.75% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 99.75% |
| August 31, 2026 | 99.75% |
| July 31, 2026 | 99.75% |
| June 30, 2026 | 99.75% |
| May 31, 2026 | 99.75% |
| April 30, 2026 | 99.75% |
| March 31, 2026 | 99.75% |
| February 28, 2026 | 99.75% |
| January 31, 2026 | 99.75% |
| December 31, 2025 | 99.75% |
| November 30, 2025 | 99.75% |
| October 31, 2025 | 99.75% |
| September 30, 2025 | 99.75% |
| August 31, 2025 | 99.75% |
| July 31, 2025 | 99.75% |
| June 30, 2025 | 99.75% |
| May 31, 2025 | 99.75% |
| April 30, 2025 | 99.75% |
| March 31, 2025 | 99.66% |
| February 28, 2025 | 99.53% |
| January 31, 2025 | 99.53% |
| December 31, 2024 | 99.53% |
| November 30, 2024 | 99.53% |
| October 31, 2024 | 99.53% |
| September 30, 2024 | 99.53% |
| Date | Value |
|---|---|
| August 31, 2024 | 99.48% |
| July 31, 2024 | 99.42% |
| June 30, 2024 | 99.37% |
| May 31, 2024 | 99.37% |
| April 30, 2024 | 99.36% |
| March 31, 2024 | 99.14% |
| February 29, 2024 | 99.09% |
| January 31, 2024 | 99.08% |
| December 31, 2023 | 98.59% |
| November 30, 2023 | 98.59% |
| October 31, 2023 | 98.59% |
| September 30, 2023 | 98.59% |
| August 31, 2023 | 98.42% |
| July 31, 2023 | 97.96% |
| June 30, 2023 | 97.96% |
| May 31, 2023 | 97.90% |
| April 30, 2023 | 97.90% |
| March 31, 2023 | 97.90% |
| February 28, 2023 | 97.90% |
| January 31, 2023 | 97.90% |
| December 31, 2022 | 97.90% |
| November 30, 2022 | 97.90% |
| October 31, 2022 | 97.49% |
| September 30, 2022 | 97.27% |
| August 31, 2022 | 97.02% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| ANI Pharmaceuticals, Inc. | 72.96% |
| Corcept Therapeutics, Inc. | 71.85% |
| Veru, Inc. | 99.12% |
| Johnson & Johnson | 18.44% |
| Eli Lilly & Co. | 34.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.61 |
| Beta (5Y) | 0.0553 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.7% |
| Historical Sharpe Ratio (5Y) | -0.445 |
| Historical Sortino (5Y) | -0.9841 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.25% |