MediciNova Inc (MNOV)
1.990
-0.29
(-12.72%)
USD |
NASDAQ |
Nov 13, 16:00
1.98
-0.01
(-0.50%)
After-Hours: 20:00
MediciNova Max Drawdown (5Y): 90.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.32% |
| September 30, 2024 | 90.32% |
| August 31, 2024 | 90.32% |
| July 31, 2024 | 90.32% |
| June 30, 2024 | 90.32% |
| May 31, 2024 | 90.32% |
| April 30, 2024 | 90.32% |
| March 31, 2024 | 90.32% |
| February 29, 2024 | 90.32% |
| January 31, 2024 | 89.56% |
| December 31, 2023 | 89.56% |
| November 30, 2023 | 86.84% |
| October 31, 2023 | 85.84% |
| September 30, 2023 | 85.84% |
| August 31, 2023 | 85.84% |
| July 31, 2023 | 85.84% |
| June 30, 2023 | 85.84% |
| May 31, 2023 | 85.84% |
| April 30, 2023 | 85.84% |
| March 31, 2023 | 85.84% |
| February 28, 2023 | 85.84% |
| January 31, 2023 | 85.84% |
| December 31, 2022 | 85.84% |
| November 30, 2022 | 85.69% |
| October 31, 2022 | 85.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.90% |
| August 31, 2022 | 84.76% |
| July 31, 2022 | 84.26% |
| June 30, 2022 | 84.26% |
| May 31, 2022 | 84.26% |
| April 30, 2022 | 84.26% |
| March 31, 2022 | 84.26% |
| February 28, 2022 | 84.11% |
| January 31, 2022 | 84.11% |
| December 31, 2021 | 81.24% |
| November 30, 2021 | 79.15% |
| October 31, 2021 | 79.15% |
| September 30, 2021 | 79.15% |
| August 31, 2021 | 79.15% |
| July 31, 2021 | 79.15% |
| June 30, 2021 | 79.15% |
| May 31, 2021 | 79.15% |
| April 30, 2021 | 79.15% |
| March 31, 2021 | 79.15% |
| February 28, 2021 | 79.15% |
| January 31, 2021 | 79.15% |
| December 31, 2020 | 79.15% |
| November 30, 2020 | 79.15% |
| October 31, 2020 | 79.15% |
| September 30, 2020 | 79.15% |
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
52.82%
Minimum
Nov 2019
90.32%
Maximum
Feb 2024
82.20%
Average
84.26%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| BioVie Inc | 99.75% |
| BridgeBio Pharma Inc | 92.80% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.20 |
| Beta (5Y) | 0.7681 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.24% |
| Historical Sharpe Ratio (5Y) | -0.5302 |
| Historical Sortino (5Y) | -1.120 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.56% |