Galmed Pharmaceuticals Ltd (GLMD)
0.3916
0.00 (0.00%)
USD |
NASDAQ |
Apr 26, 16:00
0.3809
-0.01
(-2.73%)
After-Hours: 20:00
Galmed Pharmaceuticals Max Drawdown (5Y): 99.78% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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 | 99.60% |
| August 31, 2023 | 99.57% |
| July 31, 2023 | 99.47% |
| June 30, 2023 | 98.63% |
| May 31, 2023 | 98.39% |
| April 30, 2023 | 98.39% |
| March 31, 2023 | 98.39% |
| February 28, 2023 | 98.39% |
| January 31, 2023 | 98.39% |
| December 31, 2022 | 98.39% |
| November 30, 2022 | 98.37% |
| October 31, 2022 | 98.27% |
| September 30, 2022 | 98.27% |
| August 31, 2022 | 97.72% |
| July 31, 2022 | 97.55% |
| June 30, 2022 | 97.55% |
| May 31, 2022 | 97.21% |
| April 30, 2022 | 93.15% |
| March 31, 2022 | 93.15% |
| Date | Value |
|---|---|
| February 28, 2022 | 92.26% |
| January 31, 2022 | 92.26% |
| December 31, 2021 | 90.26% |
| November 30, 2021 | 87.53% |
| October 31, 2021 | 87.53% |
| September 30, 2021 | 87.53% |
| August 31, 2021 | 87.53% |
| July 31, 2021 | 87.53% |
| June 30, 2021 | 87.53% |
| May 31, 2021 | 87.53% |
| April 30, 2021 | 82.96% |
| March 31, 2021 | 82.96% |
| February 28, 2021 | 82.96% |
| January 31, 2021 | 82.96% |
| December 31, 2020 | 82.96% |
| November 30, 2020 | 82.96% |
| October 31, 2020 | 82.91% |
| September 30, 2020 | 82.07% |
| August 31, 2020 | 82.07% |
| July 31, 2020 | 82.07% |
| June 30, 2020 | 82.07% |
| May 31, 2020 | 82.07% |
| April 30, 2020 | 82.07% |
| March 31, 2020 | 81.63% |
| February 29, 2020 | 81.30% |
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
81.30%
Minimum
Apr 2019
99.78%
Maximum
Nov 2023
89.90%
Average
87.53%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Compugen Ltd | 97.28% |
| Pluri Inc | 96.47% |
| BioLine Rx Ltd | 97.41% |
| Can Fite Biofarma Ltd | 99.32% |
| BiomX Inc | 98.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -82.47 |
| Beta (5Y) | 0.8727 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 99.84% |
| Historical Sharpe Ratio (5Y) | -0.7119 |
| Historical Sortino (5Y) | -1.403 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.96% |