FSD Pharma Inc (HUGE)
0.332
-0.02
(-5.14%)
USD |
NASDAQ |
May 21, 16:00
0.332
0.00 (0.00%)
After-Hours: 17:21
FSD Pharma Max Drawdown (5Y): 99.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.48% |
| March 31, 2024 | 99.48% |
| February 29, 2024 | 99.48% |
| January 31, 2024 | 99.48% |
| December 31, 2023 | 99.48% |
| November 30, 2023 | 99.48% |
| October 31, 2023 | 99.48% |
| September 30, 2023 | 99.48% |
| August 31, 2023 | 99.48% |
| July 31, 2023 | 99.48% |
| June 30, 2023 | 99.48% |
| May 31, 2023 | 99.48% |
| April 30, 2023 | 99.48% |
| March 31, 2023 | 99.48% |
| February 28, 2023 | 99.48% |
| January 31, 2023 | 99.48% |
| December 31, 2022 | 99.48% |
| November 30, 2022 | 99.44% |
| October 31, 2022 | 99.44% |
| September 30, 2022 | 99.44% |
| August 31, 2022 | 99.44% |
| July 31, 2022 | 99.44% |
| June 30, 2022 | 99.44% |
| May 31, 2022 | 99.41% |
| April 30, 2022 | 99.41% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.41% |
| February 28, 2022 | 99.41% |
| January 31, 2022 | 99.40% |
| December 31, 2021 | 99.31% |
| November 30, 2021 | 99.14% |
| October 31, 2021 | 99.03% |
| September 30, 2021 | 99.03% |
| August 31, 2021 | 99.03% |
| July 31, 2021 | 99.03% |
| June 30, 2021 | 99.03% |
| May 31, 2021 | 99.03% |
| April 30, 2021 | 99.03% |
| March 31, 2021 | 99.03% |
| February 28, 2021 | 99.03% |
| January 31, 2021 | 99.03% |
| December 31, 2020 | 99.03% |
| November 30, 2020 | 99.03% |
| October 31, 2020 | 98.98% |
| September 30, 2020 | 98.17% |
| August 31, 2020 | 98.17% |
| July 31, 2020 | 98.17% |
| June 30, 2020 | 98.17% |
| May 31, 2020 | 98.17% |
| April 30, 2020 | 98.17% |
| March 31, 2020 | 98.17% |
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
78.42%
Minimum
May 2019
99.48%
Maximum
Dec 2022
97.90%
Average
99.08%
Median
Max Drawdown (5Y) Benchmarks
| Acasti Pharma Inc | 98.73% |
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 98.90% |
| Xenon Pharmaceuticals Inc | 64.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -69.31 |
| Beta (5Y) | 0.6889 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.23% |
| Historical Sharpe Ratio (5Y) | -0.7779 |
| Historical Sortino (5Y) | -1.390 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.07% |