Evolutionary Genomics Inc (FNAM)
0.0008
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Evolutionary Genomics Max Drawdown (5Y): 99.96% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.96% |
| August 31, 2024 | 99.96% |
| July 31, 2024 | 99.96% |
| June 30, 2024 | 89.32% |
| May 31, 2024 | 89.32% |
| April 30, 2024 | 89.32% |
| March 31, 2024 | 91.20% |
| February 29, 2024 | 94.52% |
| January 31, 2024 | 98.36% |
| December 31, 2023 | 98.36% |
| November 30, 2023 | 99.01% |
| October 31, 2023 | 99.61% |
| September 30, 2023 | 99.61% |
| August 31, 2023 | 99.61% |
| July 31, 2023 | 99.61% |
| June 30, 2023 | 99.61% |
| May 31, 2023 | 99.61% |
| April 30, 2023 | 99.61% |
| March 31, 2023 | 99.61% |
| February 28, 2023 | 99.61% |
| January 31, 2023 | 99.61% |
| December 31, 2022 | 99.61% |
| November 30, 2022 | 99.61% |
| October 31, 2022 | 99.61% |
| September 30, 2022 | 99.61% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.61% |
| July 31, 2022 | 99.61% |
| June 30, 2022 | 99.61% |
| May 31, 2022 | 99.61% |
| April 30, 2022 | 99.61% |
| March 31, 2022 | 99.61% |
| February 28, 2022 | 99.61% |
| January 31, 2022 | 99.61% |
| December 31, 2021 | 99.61% |
| November 30, 2021 | 99.61% |
| October 31, 2021 | 99.61% |
| September 30, 2021 | 99.61% |
| August 31, 2021 | 99.61% |
| July 31, 2021 | 99.61% |
| June 30, 2021 | 99.61% |
| May 31, 2021 | 99.61% |
| April 30, 2021 | 99.61% |
| March 31, 2021 | 99.61% |
| February 28, 2021 | 99.61% |
| January 31, 2021 | 99.61% |
| December 31, 2020 | 99.61% |
| November 30, 2020 | 99.61% |
| October 31, 2020 | 99.61% |
| September 30, 2020 | 99.61% |
| August 31, 2020 | 99.61% |
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
89.32%
Minimum
Apr 2024
99.96%
Maximum
Jul 2024
98.82%
Average
99.61%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Ampio Pharmaceuticals Inc | 100.0% |
| FluoroPharma Medical Inc | 100.00% |
| Xeno Transplants Corp | 100.00% |
| Entia Biosciences Inc | 99.95% |
| Regenerx Biopharmaceuticals Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -81.18 |
| Beta (5Y) | 0.0745 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.81% |
| Historical Sharpe Ratio (5Y) | -1.237 |
| Historical Sortino (5Y) | -1.401 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.42% |