GlycoMimetics Inc (GLYC)
1.855
+0.02
(+1.09%)
USD |
NASDAQ |
Apr 24, 16:00
1.85
0.00 (0.00%)
After-Hours: 07:55
GlycoMimetics Max Drawdown (5Y): 97.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.87% |
| February 29, 2024 | 97.87% |
| January 31, 2024 | 97.87% |
| December 31, 2023 | 97.87% |
| November 30, 2023 | 97.87% |
| October 31, 2023 | 97.87% |
| September 30, 2023 | 97.87% |
| August 31, 2023 | 97.87% |
| July 31, 2023 | 97.87% |
| June 30, 2023 | 97.87% |
| May 31, 2023 | 97.87% |
| April 30, 2023 | 97.87% |
| March 31, 2023 | 97.87% |
| February 28, 2023 | 97.87% |
| January 31, 2023 | 97.87% |
| December 31, 2022 | 97.87% |
| November 30, 2022 | 97.87% |
| October 31, 2022 | 97.87% |
| September 30, 2022 | 97.87% |
| August 31, 2022 | 97.87% |
| July 31, 2022 | 97.87% |
| June 30, 2022 | 97.87% |
| May 31, 2022 | 97.87% |
| April 30, 2022 | 97.17% |
| March 31, 2022 | 96.06% |
| Date | Value |
|---|---|
| February 28, 2022 | 95.90% |
| January 31, 2022 | 95.78% |
| December 31, 2021 | 94.32% |
| November 30, 2021 | 93.33% |
| October 31, 2021 | 92.90% |
| September 30, 2021 | 92.90% |
| August 31, 2021 | 92.90% |
| July 31, 2021 | 92.78% |
| June 30, 2021 | 92.78% |
| May 31, 2021 | 92.78% |
| April 30, 2021 | 92.78% |
| March 31, 2021 | 92.78% |
| February 28, 2021 | 92.78% |
| January 31, 2021 | 92.78% |
| December 31, 2020 | 92.78% |
| November 30, 2020 | 92.78% |
| October 31, 2020 | 92.78% |
| September 30, 2020 | 92.78% |
| August 31, 2020 | 92.78% |
| July 31, 2020 | 92.78% |
| June 30, 2020 | 92.78% |
| May 31, 2020 | 92.78% |
| April 30, 2020 | 92.78% |
| March 31, 2020 | 92.78% |
| February 29, 2020 | 88.95% |
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
77.59%
Minimum
Apr 2019
97.87%
Maximum
Jun 2022
93.54%
Average
92.90%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Altimmune Inc | 99.85% |
| Cellectar Biosciences Inc | 99.70% |
| PDS Biotechnology Corp | 99.86% |
| Syros Pharmaceuticals Inc | 98.58% |
| Precision BioSciences Inc | 98.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.29 |
| Beta (5Y) | 2.184 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 126.0% |
| Historical Sharpe Ratio (5Y) | -0.2126 |
| Historical Sortino (5Y) | -0.5135 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.02% |