Homology Medicines Inc (DELISTED) (FIXX:DL)
0.9347
-15.76
(-94.40%)
USD |
NASDAQ |
Mar 25, 16:00
0.92
-0.01
(-1.57%)
After-Hours: 20:00
Homology Medicines Max Drawdown (5Y): 99.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.77% |
| February 29, 2024 | 98.25% |
| January 31, 2024 | 98.25% |
| December 31, 2023 | 98.25% |
| November 30, 2023 | 98.25% |
| October 31, 2023 | 97.26% |
| September 30, 2023 | 97.26% |
| August 31, 2023 | 97.26% |
| July 31, 2023 | 97.26% |
| June 30, 2023 | 97.26% |
| May 31, 2023 | 97.00% |
| April 30, 2023 | 97.00% |
| March 31, 2023 | 97.00% |
| February 28, 2023 | 96.41% |
| January 31, 2023 | 96.41% |
| December 31, 2022 | 96.41% |
| November 30, 2022 | 95.58% |
| October 31, 2022 | 95.58% |
| September 30, 2022 | 95.42% |
| August 31, 2022 | 95.42% |
| July 31, 2022 | 95.42% |
| June 30, 2022 | 95.42% |
| May 31, 2022 | 95.42% |
| April 30, 2022 | 94.69% |
| March 31, 2022 | 91.43% |
| Date | Value |
|---|---|
| February 28, 2022 | 91.43% |
| January 31, 2022 | 90.01% |
| December 31, 2021 | 88.00% |
| November 30, 2021 | 83.36% |
| October 31, 2021 | 81.77% |
| September 30, 2021 | 80.19% |
| August 31, 2021 | 80.19% |
| July 31, 2021 | 80.16% |
| June 30, 2021 | 80.16% |
| May 31, 2021 | 80.16% |
| April 30, 2021 | 79.07% |
| March 31, 2021 | 70.60% |
| February 28, 2021 | 70.60% |
| January 31, 2021 | 70.60% |
| December 31, 2020 | 70.60% |
| November 30, 2020 | 68.69% |
| October 31, 2020 | 67.24% |
| September 30, 2020 | 67.24% |
| August 31, 2020 | 64.96% |
| July 31, 2020 | 62.36% |
| June 30, 2020 | 62.36% |
| May 31, 2020 | 62.36% |
| April 30, 2020 | 62.36% |
| March 31, 2020 | 62.36% |
| February 29, 2020 | 62.36% |
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
33.92%
Minimum
May 2019
99.77%
Maximum
Mar 2024
79.93%
Average
81.77%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Societal CDMO Inc (DELISTED) | 98.41% |
| AgeX Therapeutics Inc (DELISTED) | 93.29% |
| NovaBay Pharmaceuticals Inc | 99.91% |
| Palatin Technologies Inc | 96.46% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -70.81 |
| Beta (5Y) | -0.2078 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.73% |
| Historical Sharpe Ratio (5Y) | -0.9971 |
| Historical Sortino (5Y) | -1.720 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.23% |