Moleculin Biotech Inc (MBRX)
5.02
-0.13
(-2.52%)
USD |
NASDAQ |
May 03, 16:00
5.00
-0.02
(-0.40%)
After-Hours: 20:00
Moleculin Biotech Max Drawdown (5Y): 97.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.86% |
March 31, 2024 | 97.86% |
February 29, 2024 | 97.86% |
January 31, 2024 | 97.86% |
December 31, 2023 | 97.86% |
November 30, 2023 | 97.86% |
October 31, 2023 | 97.86% |
September 30, 2023 | 97.86% |
August 31, 2023 | 96.98% |
July 31, 2023 | 96.98% |
June 30, 2023 | 96.98% |
May 31, 2023 | 96.76% |
April 30, 2023 | 96.16% |
March 31, 2023 | 95.50% |
February 28, 2023 | 95.50% |
January 31, 2023 | 95.50% |
December 31, 2022 | 95.50% |
November 30, 2022 | 95.50% |
October 31, 2022 | 95.50% |
September 30, 2022 | 95.50% |
August 31, 2022 | 95.50% |
July 31, 2022 | 95.50% |
June 30, 2022 | 95.50% |
May 31, 2022 | 95.50% |
April 30, 2022 | 95.50% |
Date | Value |
---|---|
March 31, 2022 | 95.50% |
February 28, 2022 | 95.50% |
January 31, 2022 | 95.50% |
December 31, 2021 | 95.50% |
November 30, 2021 | 95.50% |
October 31, 2021 | 95.50% |
September 30, 2021 | 95.50% |
August 31, 2021 | 95.50% |
July 31, 2021 | 95.50% |
June 30, 2021 | 95.50% |
May 31, 2021 | 95.50% |
April 30, 2021 | 95.50% |
March 31, 2021 | 95.50% |
February 28, 2021 | 95.50% |
January 31, 2021 | 95.50% |
December 31, 2020 | 95.50% |
November 30, 2020 | 95.50% |
October 31, 2020 | 95.50% |
September 30, 2020 | 95.50% |
August 31, 2020 | 95.50% |
July 31, 2020 | 95.50% |
June 30, 2020 | 95.50% |
May 31, 2020 | 95.50% |
April 30, 2020 | 95.50% |
March 31, 2020 | 95.50% |
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
91.80%
Minimum
May 2019
97.86%
Maximum
Sep 2023
95.32%
Average
95.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Merck & Co Inc | 27.26% |
Lixte Biotechnology Holdings Inc | 97.86% |
Moderna Inc | 85.65% |
NovaBay Pharmaceuticals Inc | 99.91% |
Palatin Technologies Inc | 96.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -69.83 |
Beta (5Y) | 1.854 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.23% |
Historical Sharpe Ratio (5Y) | -0.577 |
Historical Sortino (5Y) | -1.382 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.40% |