Lixte Biotechnology Holdings Inc (LIXT)
1.64
+0.12
(+7.89%)
USD |
NASDAQ |
Nov 22, 14:14
Lixte Biotechnology Holdings Max Drawdown (5Y): 98.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.18% |
| September 30, 2024 | 97.96% |
| August 31, 2024 | 97.96% |
| July 31, 2024 | 97.86% |
| June 30, 2024 | 97.86% |
| May 31, 2024 | 97.86% |
| April 30, 2024 | 97.86% |
| March 31, 2024 | 97.86% |
| February 29, 2024 | 97.86% |
| January 31, 2024 | 97.86% |
| December 31, 2023 | 97.84% |
| November 30, 2023 | 97.84% |
| October 31, 2023 | 97.84% |
| September 30, 2023 | 97.84% |
| August 31, 2023 | 97.16% |
| July 31, 2023 | 95.73% |
| June 30, 2023 | 94.14% |
| May 31, 2023 | 94.13% |
| April 30, 2023 | 94.13% |
| March 31, 2023 | 94.13% |
| February 28, 2023 | 94.13% |
| January 31, 2023 | 94.13% |
| December 31, 2022 | 94.13% |
| November 30, 2022 | 94.07% |
| October 31, 2022 | 93.83% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.83% |
| August 31, 2022 | 91.34% |
| July 31, 2022 | 91.34% |
| June 30, 2022 | 91.34% |
| May 31, 2022 | 90.73% |
| April 30, 2022 | 87.30% |
| March 31, 2022 | 87.30% |
| February 28, 2022 | 89.13% |
| January 31, 2022 | 90.76% |
| December 31, 2021 | 90.76% |
| November 30, 2021 | 90.76% |
| October 31, 2021 | 90.76% |
| September 30, 2021 | 90.76% |
| August 31, 2021 | 90.76% |
| July 31, 2021 | 90.76% |
| June 30, 2021 | 90.76% |
| May 31, 2021 | 90.76% |
| April 30, 2021 | 90.76% |
| March 31, 2021 | 90.76% |
| February 28, 2021 | 90.76% |
| January 31, 2021 | 90.76% |
| December 31, 2020 | 90.76% |
| November 30, 2020 | 90.76% |
| October 31, 2020 | 90.76% |
| September 30, 2020 | 90.76% |
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
87.30%
Minimum
Mar 2022
98.18%
Maximum
Oct 2024
93.05%
Average
90.76%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Shuttle Pharmaceuticals Holdings Inc | -- |
| Soligenix Inc | 99.75% |
| Tonix Pharmaceuticals Holding Corp | 100.00% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.79 |
| Beta (5Y) | -0.1712 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.05% |
| Historical Sharpe Ratio (5Y) | -0.6159 |
| Historical Sortino (5Y) | -1.192 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.77% |