Heron Therapeutics Inc (HRTX)
2.65
-0.15
(-5.36%)
USD |
NASDAQ |
Apr 24, 16:00
2.67
+0.02
(+0.75%)
After-Hours: 20:00
Heron Therapeutics Max Drawdown (5Y): 98.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.09% |
| February 29, 2024 | 98.09% |
| January 31, 2024 | 98.09% |
| December 31, 2023 | 98.09% |
| November 30, 2023 | 98.09% |
| October 31, 2023 | 97.88% |
| September 30, 2023 | 97.21% |
| August 31, 2023 | 97.21% |
| July 31, 2023 | 97.21% |
| June 30, 2023 | 97.21% |
| May 31, 2023 | 97.13% |
| April 30, 2023 | 96.40% |
| March 31, 2023 | 96.40% |
| February 28, 2023 | 94.64% |
| January 31, 2023 | 94.64% |
| December 31, 2022 | 94.64% |
| November 30, 2022 | 94.52% |
| October 31, 2022 | 94.52% |
| September 30, 2022 | 94.52% |
| August 31, 2022 | 94.52% |
| July 31, 2022 | 94.52% |
| June 30, 2022 | 94.52% |
| May 31, 2022 | 92.62% |
| April 30, 2022 | 89.24% |
| March 31, 2022 | 88.98% |
| Date | Value |
|---|---|
| February 28, 2022 | 83.38% |
| January 31, 2022 | 80.69% |
| December 31, 2021 | 80.12% |
| November 30, 2021 | 78.21% |
| October 31, 2021 | 75.88% |
| September 30, 2021 | 75.88% |
| August 31, 2021 | 75.88% |
| July 31, 2021 | 75.64% |
| June 30, 2021 | 75.64% |
| May 31, 2021 | 75.64% |
| April 30, 2021 | 75.64% |
| March 31, 2021 | 75.64% |
| February 28, 2021 | 75.64% |
| January 31, 2021 | 75.64% |
| December 31, 2020 | 75.64% |
| November 30, 2020 | 75.64% |
| October 31, 2020 | 75.64% |
| September 30, 2020 | 75.64% |
| August 31, 2020 | 75.64% |
| July 31, 2020 | 75.64% |
| June 30, 2020 | 75.64% |
| May 31, 2020 | 75.64% |
| April 30, 2020 | 75.64% |
| March 31, 2020 | 75.64% |
| February 29, 2020 | 70.13% |
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
70.13%
Minimum
Nov 2019
98.09%
Maximum
Nov 2023
84.66%
Average
82.45%
Median
Max Drawdown (5Y) Benchmarks
| United Therapeutics Corp | 60.30% |
| Esperion Therapeutics Inc | 99.01% |
| Aldeyra Therapeutics Inc | 90.10% |
| Ocular Therapeutix Inc | 94.06% |
| Clearside Biomedical Inc | 97.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -59.28 |
| Beta (5Y) | 1.684 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.96% |
| Historical Sharpe Ratio (5Y) | -0.3928 |
| Historical Sortino (5Y) | -0.8243 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.16% |