Nephros Inc (NEPH)
2.03
0.00 (0.00%)
USD |
NASDAQ |
Apr 17, 16:00
1.99
-0.04
(-1.97%)
After-Hours: 20:00
Nephros Max Drawdown (5Y): 91.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.98% |
| February 29, 2024 | 91.98% |
| January 31, 2024 | 91.98% |
| December 31, 2023 | 91.98% |
| November 30, 2023 | 91.98% |
| October 31, 2023 | 91.98% |
| September 30, 2023 | 91.98% |
| August 31, 2023 | 91.98% |
| July 31, 2023 | 91.98% |
| June 30, 2023 | 91.98% |
| May 31, 2023 | 91.98% |
| April 30, 2023 | 91.98% |
| March 31, 2023 | 91.98% |
| February 28, 2023 | 91.98% |
| January 31, 2023 | 91.98% |
| December 31, 2022 | 91.98% |
| November 30, 2022 | 91.98% |
| October 31, 2022 | 91.98% |
| September 30, 2022 | 91.98% |
| August 31, 2022 | 87.84% |
| July 31, 2022 | 87.22% |
| June 30, 2022 | 87.05% |
| May 31, 2022 | 84.67% |
| April 30, 2022 | 65.82% |
| March 31, 2022 | 65.73% |
| Date | Value |
|---|---|
| February 28, 2022 | 61.67% |
| January 31, 2022 | 61.23% |
| December 31, 2021 | 50.84% |
| November 30, 2021 | 50.84% |
| October 31, 2021 | 50.84% |
| September 30, 2021 | 50.84% |
| August 31, 2021 | 50.84% |
| July 31, 2021 | 50.84% |
| June 30, 2021 | 50.84% |
| May 31, 2021 | 50.84% |
| April 30, 2021 | 50.84% |
| March 31, 2021 | 50.84% |
| February 28, 2021 | 50.84% |
| January 31, 2021 | 50.84% |
| December 31, 2020 | 50.84% |
| November 30, 2020 | 50.84% |
| October 31, 2020 | 50.84% |
| September 30, 2020 | 50.84% |
| August 31, 2020 | 47.22% |
| July 31, 2020 | 47.22% |
| June 30, 2020 | 47.22% |
| May 31, 2020 | 47.22% |
| April 30, 2020 | 47.22% |
| March 31, 2020 | 47.22% |
| February 29, 2020 | 36.18% |
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
36.18%
Minimum
Apr 2019
91.98%
Maximum
Sep 2022
64.06%
Average
50.84%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 95.49% |
| Xtant Medical Holdings Inc | 98.66% |
| Asensus Surgical Inc | 99.68% |
| Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.71 |
| Beta (5Y) | 1.304 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.41% |
| Historical Sharpe Ratio (5Y) | -0.2211 |
| Historical Sortino (5Y) | -0.3744 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.51% |