Fennec Pharmaceuticals Inc (FENC)
4.72
+0.08
(+1.72%)
USD |
NASDAQ |
Nov 21, 16:00
4.72
0.00 (0.00%)
After-Hours: 20:00
Fennec Pharmaceuticals Max Drawdown (5Y): 72.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.85% |
| September 30, 2024 | 72.85% |
| August 31, 2024 | 72.85% |
| July 31, 2024 | 72.85% |
| June 30, 2024 | 73.13% |
| May 31, 2024 | 76.97% |
| April 30, 2024 | 76.97% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 78.82% |
| November 30, 2020 | 79.78% |
| October 31, 2020 | 94.63% |
| September 30, 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
72.85%
Minimum
Jul 2024
94.63%
Maximum
Nov 2019
80.24%
Average
76.97%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
| Oragenics Inc | 99.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.797 |
| Beta (5Y) | 0.2680 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.19% |
| Historical Sharpe Ratio (5Y) | -0.1148 |
| Historical Sortino (5Y) | -0.1508 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.13% |