Ocular Therapeutix Inc (OCUL)
9.01
+0.18
(+2.04%)
USD |
NASDAQ |
Nov 25, 15:04
Ocular Therapeutix Max Drawdown (5Y): 94.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.06% |
| September 30, 2024 | 94.06% |
| August 31, 2024 | 94.06% |
| July 31, 2024 | 94.06% |
| June 30, 2024 | 94.06% |
| May 31, 2024 | 94.06% |
| April 30, 2024 | 94.31% |
| March 31, 2024 | 94.31% |
| February 29, 2024 | 94.31% |
| January 31, 2024 | 94.31% |
| December 31, 2023 | 94.31% |
| November 30, 2023 | 94.31% |
| October 31, 2023 | 94.31% |
| September 30, 2023 | 94.31% |
| August 31, 2023 | 94.31% |
| July 31, 2023 | 94.31% |
| June 30, 2023 | 94.31% |
| May 31, 2023 | 94.31% |
| April 30, 2023 | 94.31% |
| March 31, 2023 | 94.31% |
| February 28, 2023 | 94.31% |
| January 31, 2023 | 94.31% |
| December 31, 2022 | 94.31% |
| November 30, 2022 | 94.31% |
| October 31, 2022 | 94.31% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.31% |
| August 31, 2022 | 94.31% |
| July 31, 2022 | 94.31% |
| June 30, 2022 | 94.31% |
| May 31, 2022 | 94.31% |
| April 30, 2022 | 94.31% |
| March 31, 2022 | 94.31% |
| February 28, 2022 | 94.31% |
| January 31, 2022 | 94.31% |
| December 31, 2021 | 94.31% |
| November 30, 2021 | 94.31% |
| October 31, 2021 | 94.31% |
| September 30, 2021 | 94.31% |
| August 31, 2021 | 94.31% |
| July 31, 2021 | 94.31% |
| June 30, 2021 | 94.31% |
| May 31, 2021 | 94.31% |
| April 30, 2021 | 94.31% |
| March 31, 2021 | 94.31% |
| February 28, 2021 | 94.31% |
| January 31, 2021 | 94.31% |
| December 31, 2020 | 94.31% |
| November 30, 2020 | 94.31% |
| October 31, 2020 | 94.31% |
| September 30, 2020 | 94.31% |
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
94.06%
Minimum
May 2024
94.31%
Maximum
Nov 2019
94.29%
Average
94.31%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| 4D Molecular Therapeutics Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.931 |
| Beta (5Y) | 1.262 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.23% |
| Historical Sharpe Ratio (5Y) | 0.2655 |
| Historical Sortino (5Y) | 0.6923 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.50% |