Ocular Therapeutix Inc (OCUL)
5.565
+0.54
(+10.64%)
USD |
NASDAQ |
May 02, 12:50
Ocular Therapeutix Max Drawdown (5Y): 94.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.06% |
| March 31, 2024 | 94.06% |
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 94.31% |
| July 31, 2020 | 94.31% |
| June 30, 2020 | 94.31% |
| May 31, 2020 | 94.31% |
| April 30, 2020 | 94.31% |
| March 31, 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
Mar 2024
94.31%
Maximum
May 2019
94.31%
Average
94.31%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Amgen Inc | 24.86% |
| Assertio Holdings Inc | 99.06% |
| CytomX Therapeutics Inc | 96.52% |
| EyePoint Pharmaceuticals Inc | 93.95% |
| Regeneron Pharmaceuticals Inc | 53.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.62 |
| Beta (5Y) | 1.469 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.49% |
| Historical Sharpe Ratio (5Y) | 0.0297 |
| Historical Sortino (5Y) | 0.0795 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.74% |