Fortress Biotech Inc (FBIO)
1.69
-0.06
(-3.70%)
USD |
NASDAQ |
Nov 12, 14:59
Fortress Biotech Max Drawdown (5Y): 98.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.41% |
| September 30, 2024 | 98.41% |
| August 31, 2024 | 98.41% |
| July 31, 2024 | 98.41% |
| June 30, 2024 | 98.41% |
| May 31, 2024 | 98.41% |
| April 30, 2024 | 98.41% |
| March 31, 2024 | 98.41% |
| February 29, 2024 | 98.41% |
| January 31, 2024 | 98.41% |
| December 31, 2023 | 98.41% |
| November 30, 2023 | 98.41% |
| October 31, 2023 | 97.93% |
| September 30, 2023 | 94.83% |
| August 31, 2023 | 93.61% |
| July 31, 2023 | 91.16% |
| June 30, 2023 | 91.16% |
| May 31, 2023 | 91.16% |
| April 30, 2023 | 91.16% |
| March 31, 2023 | 91.16% |
| February 28, 2023 | 91.16% |
| January 31, 2023 | 91.16% |
| December 31, 2022 | 91.16% |
| November 30, 2022 | 89.43% |
| October 31, 2022 | 89.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.43% |
| August 31, 2022 | 89.43% |
| July 31, 2022 | 89.43% |
| June 30, 2022 | 89.43% |
| May 31, 2022 | 89.43% |
| April 30, 2022 | 89.43% |
| March 31, 2022 | 89.43% |
| February 28, 2022 | 89.43% |
| January 31, 2022 | 89.43% |
| December 31, 2021 | 89.43% |
| November 30, 2021 | 89.43% |
| October 31, 2021 | 89.43% |
| September 30, 2021 | 89.43% |
| August 31, 2021 | 89.43% |
| July 31, 2021 | 89.43% |
| June 30, 2021 | 89.43% |
| May 31, 2021 | 89.43% |
| April 30, 2021 | 89.43% |
| March 31, 2021 | 89.43% |
| February 28, 2021 | 89.43% |
| January 31, 2021 | 89.43% |
| December 31, 2020 | 89.43% |
| November 30, 2020 | 89.43% |
| October 31, 2020 | 89.43% |
| September 30, 2020 | 89.43% |
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
89.43%
Minimum
Nov 2019
98.41%
Maximum
Nov 2023
91.76%
Average
89.43%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Journey Medical Corp | -- |
| Checkpoint Therapeutics Inc | 97.22% |
| Avenue Therapeutics Inc | 99.99% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -63.17 |
| Beta (5Y) | 1.748 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.38% |
| Historical Sharpe Ratio (5Y) | -0.4756 |
| Historical Sortino (5Y) | -0.8561 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.16% |