Jaguar Health Inc (JAGX)
0.5945
+0.02
(+4.30%)
USD |
NASDAQ |
Jun 02, 16:00
0.5946
0.00 (0.00%)
After-Hours: 20:00
Jaguar Health Max Drawdown (5Y): 100.00% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2023 | 100.00% |
| April 30, 2023 | 100.00% |
| March 31, 2023 | 100.00% |
| February 28, 2023 | 99.99% |
| January 31, 2023 | 99.99% |
| December 31, 2022 | 99.98% |
| November 30, 2022 | 99.97% |
| October 31, 2022 | 99.97% |
| September 30, 2022 | 99.96% |
| August 31, 2022 | 99.95% |
| July 31, 2022 | 99.94% |
| June 30, 2022 | 99.94% |
| May 31, 2022 | 99.94% |
| April 30, 2022 | 99.94% |
| March 31, 2022 | 99.94% |
| February 28, 2022 | 99.94% |
| January 31, 2022 | 99.94% |
| December 31, 2021 | 99.94% |
| November 30, 2021 | 99.94% |
| October 31, 2021 | 99.94% |
| September 30, 2021 | 99.94% |
| August 31, 2021 | 99.94% |
| July 31, 2021 | 99.94% |
| June 30, 2021 | 99.94% |
| May 31, 2021 | 99.94% |
| Date | Value |
|---|---|
| April 30, 2021 | 99.94% |
| March 31, 2021 | 99.94% |
| February 28, 2021 | 99.94% |
| January 31, 2021 | 99.94% |
| December 31, 2020 | 99.94% |
| November 30, 2020 | 99.94% |
| October 31, 2020 | 99.93% |
| September 30, 2020 | 99.92% |
| August 31, 2020 | 99.92% |
| July 31, 2020 | 99.92% |
| June 30, 2020 | 99.92% |
| May 31, 2020 | 99.92% |
| April 30, 2020 | 99.92% |
| March 31, 2020 | 99.92% |
| February 29, 2020 | 99.89% |
| January 31, 2020 | 99.89% |
| December 31, 2019 | 99.89% |
| November 30, 2019 | 99.88% |
| October 31, 2019 | 99.86% |
| September 30, 2019 | 99.78% |
| August 31, 2019 | 99.78% |
| July 31, 2019 | 99.65% |
| June 30, 2019 | 99.07% |
| May 31, 2019 | 98.27% |
| April 30, 2019 | 98.27% |
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
98.27%
Minimum
Jun 2018
100.00%
Maximum
Apr 2023
99.58%
Average
99.94%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Athersys Inc | 99.49% |
| Viking Therapeutics Inc | 89.26% |
| 89bio Inc | -- |
| Biomea Fusion Inc | -- |
| Dermata Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -96.66 |
| Beta (5Y) | 1.584 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 330.4% |
| Historical Sharpe Ratio (5Y) | 0.4604 |
| Historical Sortino (5Y) | 2.749 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 57.87% |