Moleculin Biotech Inc (MBRX)
2.90
+0.07
(+2.47%)
USD |
NASDAQ |
Nov 22, 15:51
Moleculin Biotech Max Drawdown (5Y): 98.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.40% |
| September 30, 2024 | 98.40% |
| August 31, 2024 | 98.40% |
| July 31, 2024 | 98.40% |
| June 30, 2024 | 98.40% |
| May 31, 2024 | 98.40% |
| April 30, 2024 | 98.40% |
| March 31, 2024 | 98.26% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
98.40%
Maximum
Apr 2024
96.00%
Average
95.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Agilent Technologies Inc | 42.74% |
| Seelos Therapeutics Inc | 100.00% |
| Cara Therapeutics Inc | 99.17% |
| Citius Pharmaceuticals Inc | 98.88% |
| NovaBay Pharmaceuticals Inc | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -77.78 |
| Beta (5Y) | 1.857 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.08% |
| Historical Sharpe Ratio (5Y) | -0.6178 |
| Historical Sortino (5Y) | -1.445 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.86% |