Fortress Biotech Inc (FBIO)
1.605
+0.04
(+2.23%)
USD |
NASDAQ |
Nov 22, 16:00
1.605
0.00 (0.00%)
After-Hours: 19:36
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% |
Mustang Bio Inc | 99.83% |
NovaBay Pharmaceuticals Inc | 99.98% |
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% |