Evoke Pharma Inc (EVOK)
4.35
-0.15
(-3.33%)
USD |
NASDAQ |
Nov 22, 16:00
4.21
-0.14
(-3.22%)
After-Hours: 18:37
Evoke Pharma Max Drawdown (5Y): 99.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.53% |
| September 30, 2024 | 99.53% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.27% |
| August 31, 2022 | 97.02% |
| July 31, 2022 | 97.02% |
| June 30, 2022 | 97.02% |
| May 31, 2022 | 96.07% |
| April 30, 2022 | 95.13% |
| March 31, 2022 | 95.13% |
| February 28, 2022 | 95.13% |
| January 31, 2022 | 95.13% |
| December 31, 2021 | 95.13% |
| November 30, 2021 | 95.13% |
| October 31, 2021 | 95.13% |
| September 30, 2021 | 95.13% |
| August 31, 2021 | 95.13% |
| July 31, 2021 | 95.13% |
| June 30, 2021 | 95.13% |
| May 31, 2021 | 95.13% |
| April 30, 2021 | 95.13% |
| March 31, 2021 | 95.13% |
| February 28, 2021 | 95.13% |
| January 31, 2021 | 95.13% |
| December 31, 2020 | 95.13% |
| November 30, 2020 | 95.13% |
| October 31, 2020 | 95.13% |
| September 30, 2020 | 95.13% |
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
95.13%
Minimum
Nov 2019
99.53%
Maximum
Sep 2024
96.72%
Average
95.60%
Median
Max Drawdown (5Y) Benchmarks
| Repligen Corp | 64.79% |
| Eli Lilly and Co | 22.48% |
| MEI Pharma Inc | 96.19% |
| Revance Therapeutics Inc | 93.78% |
| NovaBay Pharmaceuticals Inc | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -52.84 |
| Beta (5Y) | 0.3559 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.37% |
| Historical Sharpe Ratio (5Y) | -0.5112 |
| Historical Sortino (5Y) | -1.131 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.72% |