Forte Biosciences Inc (FBRX)
4.48
+0.11
(+2.52%)
USD |
NASDAQ |
Nov 05, 11:16
Forte Biosciences Max Drawdown (5Y): 99.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.78% |
| September 30, 2024 | 99.78% |
| August 31, 2024 | 99.78% |
| July 31, 2024 | 99.78% |
| June 30, 2024 | 99.78% |
| May 31, 2024 | 99.78% |
| April 30, 2024 | 99.78% |
| March 31, 2024 | 99.78% |
| February 29, 2024 | 99.78% |
| January 31, 2024 | 99.78% |
| December 31, 2023 | 99.78% |
| November 30, 2023 | 99.78% |
| October 31, 2023 | 99.73% |
| September 30, 2023 | 99.69% |
| August 31, 2023 | 99.60% |
| July 31, 2023 | 99.59% |
| June 30, 2023 | 99.59% |
| May 31, 2023 | 99.59% |
| April 30, 2023 | 99.59% |
| March 31, 2023 | 99.59% |
| February 28, 2023 | 99.59% |
| January 31, 2023 | 99.59% |
| December 31, 2022 | 99.59% |
| November 30, 2022 | 99.59% |
| October 31, 2022 | 99.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.55% |
| August 31, 2022 | 99.55% |
| July 31, 2022 | 99.55% |
| June 30, 2022 | 99.55% |
| May 31, 2022 | 99.55% |
| April 30, 2022 | 99.53% |
| March 31, 2022 | 99.53% |
| February 28, 2022 | 99.52% |
| January 31, 2022 | 99.49% |
| December 31, 2021 | 99.23% |
| November 30, 2021 | 98.99% |
| October 31, 2021 | 98.98% |
| September 30, 2021 | 98.87% |
| August 31, 2021 | 97.45% |
| July 31, 2021 | 97.45% |
| June 30, 2021 | 97.45% |
| May 31, 2021 | 97.45% |
| April 30, 2021 | 97.45% |
| March 31, 2021 | 97.45% |
| February 28, 2021 | 97.45% |
| January 31, 2021 | 97.45% |
| December 31, 2020 | 97.45% |
| November 30, 2020 | 97.45% |
| October 31, 2020 | 97.45% |
| September 30, 2020 | 97.45% |
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
96.82%
Minimum
Nov 2019
99.78%
Maximum
Nov 2023
98.79%
Average
99.54%
Median
Max Drawdown (5Y) Benchmarks
| Theriva Biologics Inc | 99.81% |
| CEL-SCI Corp | 96.78% |
| AIM ImmunoTech Inc | 99.61% |
| IGC Pharma Inc | 97.77% |
| NovaBay Pharmaceuticals Inc | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.64 |
| Beta (5Y) | 0.0352 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 142.8% |
| Historical Sharpe Ratio (5Y) | -0.4005 |
| Historical Sortino (5Y) | -1.009 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.67% |