G1 Therapeutics Inc (GTHX)
7.15
0.00 (0.00%)
USD |
NASDAQ |
Sep 18, 16:00
G1 Therapeutics Max Drawdown (5Y): 97.24% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 97.24% |
| July 31, 2024 | 97.24% |
| June 30, 2024 | 97.24% |
| May 31, 2024 | 97.24% |
| April 30, 2024 | 97.24% |
| March 31, 2024 | 97.24% |
| February 29, 2024 | 97.24% |
| January 31, 2024 | 97.24% |
| December 31, 2023 | 97.24% |
| November 30, 2023 | 97.24% |
| October 31, 2023 | 97.24% |
| September 30, 2023 | 96.99% |
| August 31, 2023 | 96.47% |
| July 31, 2023 | 96.47% |
| June 30, 2023 | 96.38% |
| May 31, 2023 | 96.38% |
| April 30, 2023 | 96.38% |
| March 31, 2023 | 96.22% |
| February 28, 2023 | 95.09% |
| January 31, 2023 | 94.06% |
| December 31, 2022 | 94.06% |
| November 30, 2022 | 94.06% |
| October 31, 2022 | 94.06% |
| September 30, 2022 | 94.06% |
| August 31, 2022 | 94.06% |
| Date | Value |
|---|---|
| July 31, 2022 | 94.06% |
| June 30, 2022 | 94.06% |
| May 31, 2022 | 93.73% |
| April 30, 2022 | 92.44% |
| March 31, 2022 | 88.82% |
| February 28, 2022 | 87.17% |
| January 31, 2022 | 87.17% |
| December 31, 2021 | 86.66% |
| November 30, 2021 | 86.66% |
| October 31, 2021 | 86.66% |
| September 30, 2021 | 86.66% |
| August 31, 2021 | 86.66% |
| July 31, 2021 | 86.66% |
| June 30, 2021 | 86.66% |
| May 31, 2021 | 86.66% |
| April 30, 2021 | 86.66% |
| March 31, 2021 | 86.66% |
| February 28, 2021 | 86.66% |
| January 31, 2021 | 86.66% |
| December 31, 2020 | 86.66% |
| November 30, 2020 | 86.66% |
| October 31, 2020 | 86.66% |
| September 30, 2020 | 86.66% |
| August 31, 2020 | 86.66% |
| July 31, 2020 | 86.66% |
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
78.81%
Minimum
Nov 2019
97.24%
Maximum
Oct 2023
90.75%
Average
90.63%
Median
Max Drawdown (5Y) Benchmarks
| PetIQ Inc | 84.96% |
| Biomarin Pharmaceutical Inc | 52.14% |
| Regeneron Pharmaceuticals Inc | 43.25% |
| Verrica Pharmaceuticals Inc | 93.64% |
| Terns Pharmaceuticals Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -52.80 |
| Beta (5Y) | 1.663 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 114.7% |
| Historical Sharpe Ratio (5Y) | -0.2623 |
| Historical Sortino (5Y) | -0.7103 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.87% |