IGC Pharma Inc (IGC)
0.3525
+0.02
(+5.76%)
USD |
NYAM |
Nov 21, 16:00
0.3491
0.00 (0.00%)
Pre-Market: 08:14
IGC Pharma Max Drawdown (5Y): 97.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.77% |
| September 30, 2024 | 97.77% |
| August 31, 2024 | 97.77% |
| July 31, 2024 | 97.77% |
| June 30, 2024 | 97.77% |
| May 31, 2024 | 97.77% |
| April 30, 2024 | 97.77% |
| March 31, 2024 | 97.77% |
| February 29, 2024 | 97.77% |
| January 31, 2024 | 97.77% |
| December 31, 2023 | 97.85% |
| November 30, 2023 | 97.85% |
| October 31, 2023 | 97.85% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 98.49% |
| September 30, 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
Jan 2024
98.49%
Maximum
Nov 2019
97.96%
Average
97.85%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| CEL-SCI Corp | 96.78% |
| AIM ImmunoTech Inc | 99.76% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Protalix BioTherapeutics Inc | 94.38% |
| Palatin Technologies Inc | 97.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.80 |
| Beta (5Y) | 1.291 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.5% |
| Historical Sharpe Ratio (5Y) | -0.1771 |
| Historical Sortino (5Y) | -0.5327 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.71% |