IGC Pharma Inc (IGC)
0.431
-0.03
(-5.61%)
USD |
NYAM |
Apr 24, 16:00
0.418
-0.01
(-3.02%)
After-Hours: 20:00
IGC Pharma Max Drawdown (5Y): 97.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.77% |
| February 29, 2024 | 97.77% |
| January 31, 2024 | 97.77% |
| December 31, 2023 | 97.77% |
| November 30, 2023 | 97.77% |
| October 31, 2023 | 97.77% |
| September 30, 2023 | 97.85% |
| August 31, 2023 | 97.85% |
| July 31, 2023 | 97.85% |
| June 30, 2023 | 97.85% |
| May 31, 2023 | 97.85% |
| April 30, 2023 | 97.85% |
| March 31, 2023 | 97.85% |
| February 28, 2023 | 97.85% |
| January 31, 2023 | 97.85% |
| December 31, 2022 | 97.85% |
| November 30, 2022 | 97.85% |
| October 31, 2022 | 97.85% |
| September 30, 2022 | 97.85% |
| August 31, 2022 | 97.85% |
| July 31, 2022 | 97.85% |
| June 30, 2022 | 97.85% |
| May 31, 2022 | 97.85% |
| April 30, 2022 | 97.85% |
| March 31, 2022 | 97.85% |
| Date | Value |
|---|---|
| February 28, 2022 | 97.85% |
| January 31, 2022 | 97.85% |
| December 31, 2021 | 97.85% |
| November 30, 2021 | 97.85% |
| October 31, 2021 | 97.85% |
| September 30, 2021 | 97.85% |
| August 31, 2021 | 97.85% |
| July 31, 2021 | 97.85% |
| June 30, 2021 | 97.85% |
| May 31, 2021 | 97.85% |
| April 30, 2021 | 97.85% |
| March 31, 2021 | 97.85% |
| February 28, 2021 | 97.85% |
| January 31, 2021 | 97.85% |
| December 31, 2020 | 97.85% |
| November 30, 2020 | 97.85% |
| October 31, 2020 | 97.85% |
| September 30, 2020 | 97.85% |
| August 31, 2020 | 98.49% |
| July 31, 2020 | 98.49% |
| June 30, 2020 | 98.49% |
| May 31, 2020 | 98.49% |
| April 30, 2020 | 98.49% |
| March 31, 2020 | 98.49% |
| February 29, 2020 | 98.49% |
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
97.77%
Minimum
Oct 2023
98.49%
Maximum
Apr 2019
98.02%
Average
97.85%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| CEL-SCI Corp | 96.13% |
| AIM ImmunoTech Inc | 99.76% |
| NovaBay Pharmaceuticals Inc | 99.90% |
| Protalix BioTherapeutics Inc | 94.35% |
| Palatin Technologies Inc | 96.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -52.42 |
| Beta (5Y) | 1.711 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.1% |
| Historical Sharpe Ratio (5Y) | -0.2889 |
| Historical Sortino (5Y) | -0.8538 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.45% |