International Stem Cell Corp (ISCO)
0.097
-0.01
(-11.01%)
USD |
OTCM |
May 03, 16:00
International Stem Cell Max Drawdown (5Y): 96.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.55% |
| March 31, 2024 | 96.55% |
| February 29, 2024 | 96.55% |
| January 31, 2024 | 96.55% |
| December 31, 2023 | 96.55% |
| November 30, 2023 | 96.55% |
| October 31, 2023 | 96.55% |
| September 30, 2023 | 96.55% |
| August 31, 2023 | 96.55% |
| July 31, 2023 | 96.55% |
| June 30, 2023 | 96.55% |
| May 31, 2023 | 96.55% |
| April 30, 2023 | 96.55% |
| March 31, 2023 | 96.55% |
| February 28, 2023 | 96.55% |
| January 31, 2023 | 96.55% |
| December 31, 2022 | 96.69% |
| November 30, 2022 | 96.87% |
| October 31, 2022 | 96.87% |
| September 30, 2022 | 97.52% |
| August 31, 2022 | 97.52% |
| July 31, 2022 | 97.52% |
| June 30, 2022 | 97.85% |
| May 31, 2022 | 97.95% |
| April 30, 2022 | 98.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.19% |
| February 28, 2022 | 98.19% |
| January 31, 2022 | 98.19% |
| December 31, 2021 | 98.19% |
| November 30, 2021 | 98.55% |
| October 31, 2021 | 98.94% |
| September 30, 2021 | 99.05% |
| August 31, 2021 | 99.05% |
| July 31, 2021 | 99.05% |
| June 30, 2021 | 99.05% |
| May 31, 2021 | 99.05% |
| April 30, 2021 | 99.05% |
| March 31, 2021 | 99.05% |
| February 28, 2021 | 99.05% |
| January 31, 2021 | 99.05% |
| December 31, 2020 | 99.05% |
| November 30, 2020 | 99.05% |
| October 31, 2020 | 99.05% |
| September 30, 2020 | 99.05% |
| August 31, 2020 | 99.05% |
| July 31, 2020 | 99.05% |
| June 30, 2020 | 99.20% |
| May 31, 2020 | 99.48% |
| April 30, 2020 | 99.48% |
| March 31, 2020 | 99.48% |
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
96.55%
Minimum
Jan 2023
99.48%
Maximum
May 2019
98.17%
Average
98.75%
Median
Max Drawdown (5Y) Benchmarks
| AIM ImmunoTech Inc | 99.76% |
| Perspective Therapeutics Inc | 91.70% |
| Protalix BioTherapeutics Inc | 94.35% |
| Electromed Inc | 55.84% |
| Armata Pharmaceuticals Inc | 99.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.07 |
| Beta (5Y) | 0.5024 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.60% |
| Historical Sharpe Ratio (5Y) | -0.4249 |
| Historical Sortino (5Y) | -1.110 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.31% |