Lightwave Logic Inc (LWLG)
2.85
+0.08
(+2.89%)
USD |
NASDAQ |
Nov 21, 16:00
2.85
0.00 (0.00%)
After-Hours: 20:00
Lightwave Logic Max Drawdown (5Y): 87.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.07% |
| September 30, 2024 | 87.07% |
| August 31, 2024 | 87.07% |
| July 31, 2024 | 87.01% |
| June 30, 2024 | 87.01% |
| May 31, 2024 | 84.30% |
| April 30, 2024 | 81.44% |
| March 31, 2024 | 80.06% |
| February 29, 2024 | 80.06% |
| January 31, 2024 | 80.06% |
| December 31, 2023 | 79.81% |
| November 30, 2023 | 79.81% |
| October 31, 2023 | 79.81% |
| September 30, 2023 | 79.81% |
| August 31, 2023 | 79.81% |
| July 31, 2023 | 79.81% |
| June 30, 2023 | 79.81% |
| May 31, 2023 | 79.81% |
| April 30, 2023 | 79.45% |
| March 31, 2023 | 79.45% |
| February 28, 2023 | 79.45% |
| January 31, 2023 | 79.45% |
| December 31, 2022 | 79.45% |
| November 30, 2022 | 72.13% |
| October 31, 2022 | 72.13% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.13% |
| August 31, 2022 | 72.13% |
| July 31, 2022 | 72.13% |
| June 30, 2022 | 72.13% |
| May 31, 2022 | 72.13% |
| April 30, 2022 | 72.13% |
| March 31, 2022 | 72.13% |
| February 28, 2022 | 72.13% |
| January 31, 2022 | 72.13% |
| December 31, 2021 | 77.35% |
| November 30, 2021 | 80.49% |
| October 31, 2021 | 80.49% |
| September 30, 2021 | 80.49% |
| August 31, 2021 | 80.49% |
| July 31, 2021 | 80.49% |
| June 30, 2021 | 80.49% |
| May 31, 2021 | 80.49% |
| April 30, 2021 | 81.88% |
| March 31, 2021 | 81.88% |
| February 28, 2021 | 81.88% |
| January 31, 2021 | 81.88% |
| December 31, 2020 | 84.67% |
| November 30, 2020 | 84.67% |
| October 31, 2020 | 84.67% |
| September 30, 2020 | 84.67% |
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
72.13%
Minimum
Jan 2022
87.07%
Maximum
Aug 2024
80.40%
Average
80.49%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Century Aluminum Co | 87.51% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.003 |
| Beta (5Y) | 2.001 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 206.9% |
| Historical Sharpe Ratio (5Y) | 0.1587 |
| Historical Sortino (5Y) | 0.7551 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.40% |