GlycoMimetics Inc (GLYC)
0.3158
0.00 (0.00%)
USD |
NASDAQ |
Nov 22, 11:04
GlycoMimetics Max Drawdown (5Y): 98.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 98.15% |
September 30, 2024 | 98.15% |
August 31, 2024 | 98.15% |
July 31, 2024 | 98.15% |
June 30, 2024 | 98.15% |
May 31, 2024 | 98.00% |
April 30, 2024 | 97.87% |
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% |
Date | Value |
---|---|
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% |
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% |
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
88.95%
Minimum
Nov 2019
98.15%
Maximum
Jun 2024
95.37%
Average
97.52%
Median
Max Drawdown (5Y) Benchmarks
Biomarin Pharmaceutical Inc | 52.14% |
Arbutus Biopharma Corp | 95.31% |
Revance Therapeutics Inc | 93.78% |
FibroGen Inc | 99.46% |
Cidara Therapeutics Inc | 95.11% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -66.32 |
Beta (5Y) | 1.848 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 131.7% |
Historical Sharpe Ratio (5Y) | -0.3224 |
Historical Sortino (5Y) | -0.7204 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.90% |