Fennec Pharmaceuticals Inc (FENC)
9.25
+0.15
(+1.65%)
USD |
NASDAQ |
May 03, 16:00
9.25
0.00 (0.00%)
After-Hours: 20:00
Fennec Pharmaceuticals Max Drawdown (5Y): 73.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.13% |
March 31, 2024 | 76.97% |
February 29, 2024 | 76.97% |
January 31, 2024 | 76.97% |
December 31, 2023 | 76.97% |
November 30, 2023 | 76.97% |
October 31, 2023 | 76.97% |
September 30, 2023 | 76.97% |
August 31, 2023 | 76.97% |
July 31, 2023 | 76.97% |
June 30, 2023 | 76.97% |
May 31, 2023 | 76.97% |
April 30, 2023 | 76.97% |
March 31, 2023 | 76.97% |
February 28, 2023 | 76.97% |
January 31, 2023 | 76.97% |
December 31, 2022 | 76.97% |
November 30, 2022 | 76.97% |
October 31, 2022 | 76.97% |
September 30, 2022 | 76.97% |
August 31, 2022 | 76.97% |
July 31, 2022 | 76.97% |
June 30, 2022 | 76.97% |
May 31, 2022 | 76.97% |
April 30, 2022 | 76.97% |
Date | Value |
---|---|
March 31, 2022 | 76.97% |
February 28, 2022 | 76.97% |
January 31, 2022 | 76.97% |
December 31, 2021 | 76.97% |
November 30, 2021 | 76.97% |
October 31, 2021 | 76.97% |
September 30, 2021 | 76.97% |
August 31, 2021 | 76.97% |
July 31, 2021 | 76.97% |
June 30, 2021 | 76.97% |
May 31, 2021 | 76.97% |
April 30, 2021 | 76.97% |
March 31, 2021 | 76.97% |
February 28, 2021 | 76.97% |
January 31, 2021 | 76.97% |
December 31, 2020 | 76.97% |
November 30, 2020 | 76.97% |
October 31, 2020 | 78.82% |
September 30, 2020 | 79.78% |
August 31, 2020 | 94.63% |
July 31, 2020 | 94.63% |
June 30, 2020 | 94.63% |
May 31, 2020 | 94.63% |
April 30, 2020 | 94.63% |
March 31, 2020 | 94.63% |
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
73.13%
Minimum
Apr 2024
94.63%
Maximum
May 2019
81.69%
Average
76.97%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Pfizer Inc | 54.78% |
OptiNose Inc | 94.79% |
NovaBay Pharmaceuticals Inc | 99.91% |
Palatin Technologies Inc | 96.46% |
iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.464 |
Beta (5Y) | 0.4551 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.56% |
Historical Sharpe Ratio (5Y) | 0.2527 |
Historical Sortino (5Y) | 0.3072 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.62% |