Matinas BioPharma Holdings Inc (MTNB)
0.6788
-0.03
(-4.39%)
USD |
NYAM |
Nov 14, 11:09
Matinas BioPharma Holdings Max Drawdown (5Y): 99.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.44% |
| September 30, 2024 | 97.03% |
| August 31, 2024 | 95.96% |
| July 31, 2024 | 94.69% |
| June 30, 2024 | 94.69% |
| May 31, 2024 | 94.69% |
| April 30, 2024 | 94.69% |
| March 31, 2024 | 94.69% |
| February 29, 2024 | 94.69% |
| January 31, 2024 | 94.69% |
| December 31, 2023 | 94.69% |
| November 30, 2023 | 94.69% |
| October 31, 2023 | 94.69% |
| September 30, 2023 | 94.59% |
| August 31, 2023 | 93.06% |
| July 31, 2023 | 86.57% |
| June 30, 2023 | 89.57% |
| May 31, 2023 | 90.85% |
| April 30, 2023 | 90.90% |
| March 31, 2023 | 90.90% |
| February 28, 2023 | 90.90% |
| January 31, 2023 | 90.90% |
| December 31, 2022 | 90.90% |
| November 30, 2022 | 90.90% |
| October 31, 2022 | 90.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.90% |
| August 31, 2022 | 90.90% |
| July 31, 2022 | 90.90% |
| June 30, 2022 | 90.90% |
| May 31, 2022 | 90.90% |
| April 30, 2022 | 90.90% |
| March 31, 2022 | 90.90% |
| February 28, 2022 | 90.90% |
| January 31, 2022 | 90.90% |
| December 31, 2021 | 90.90% |
| November 30, 2021 | 90.90% |
| October 31, 2021 | 90.90% |
| September 30, 2021 | 90.90% |
| August 31, 2021 | 90.90% |
| July 31, 2021 | 90.90% |
| June 30, 2021 | 90.90% |
| May 31, 2021 | 90.90% |
| April 30, 2021 | 90.90% |
| March 31, 2021 | 90.90% |
| February 28, 2021 | 90.90% |
| January 31, 2021 | 90.90% |
| December 31, 2020 | 90.90% |
| November 30, 2020 | 90.90% |
| October 31, 2020 | 90.90% |
| September 30, 2020 | 90.90% |
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
86.57%
Minimum
Jul 2023
99.44%
Maximum
Oct 2024
91.86%
Average
90.90%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Equillium Inc | 98.20% |
| Tenon Medical Inc | -- |
| Alphatec Holdings Inc | 87.10% |
| Merck & Co Inc | 27.26% |
| Madrigal Pharmaceuticals Inc | 82.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -82.20 |
| Beta (5Y) | 1.726 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.51% |
| Historical Sharpe Ratio (5Y) | -0.6477 |
| Historical Sortino (5Y) | -1.289 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.16% |