OncoCyte Corp (OCX)
2.67
-0.08
(-2.91%)
USD |
NASDAQ |
Nov 21, 16:00
2.65
-0.02
(-0.75%)
After-Hours: 20:00
OncoCyte Max Drawdown (5Y): 98.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.40% |
| September 30, 2024 | 98.40% |
| August 31, 2024 | 98.40% |
| July 31, 2024 | 98.40% |
| June 30, 2024 | 98.40% |
| May 31, 2024 | 98.40% |
| April 30, 2024 | 98.40% |
| March 31, 2024 | 98.40% |
| February 29, 2024 | 98.40% |
| January 31, 2024 | 98.40% |
| December 31, 2023 | 98.40% |
| November 30, 2023 | 98.40% |
| October 31, 2023 | 98.25% |
| September 30, 2023 | 97.60% |
| August 31, 2023 | 97.45% |
| July 31, 2023 | 96.96% |
| June 30, 2023 | 96.92% |
| May 31, 2023 | 96.92% |
| April 30, 2023 | 96.92% |
| March 31, 2023 | 96.92% |
| February 28, 2023 | 96.09% |
| January 31, 2023 | 96.09% |
| December 31, 2022 | 96.09% |
| November 30, 2022 | 94.04% |
| October 31, 2022 | 90.14% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.14% |
| August 31, 2022 | 89.54% |
| July 31, 2022 | 88.97% |
| June 30, 2022 | 88.61% |
| May 31, 2022 | 88.13% |
| April 30, 2022 | 88.13% |
| March 31, 2022 | 88.13% |
| February 28, 2022 | 88.13% |
| January 31, 2022 | 88.13% |
| December 31, 2021 | 88.13% |
| November 30, 2021 | 88.13% |
| October 31, 2021 | 88.13% |
| September 30, 2021 | 88.13% |
| August 31, 2021 | 88.13% |
| July 31, 2021 | 88.13% |
| June 30, 2021 | 88.13% |
| May 31, 2021 | 88.13% |
| April 30, 2021 | 88.13% |
| March 31, 2021 | 88.13% |
| February 28, 2021 | 88.13% |
| January 31, 2021 | 88.13% |
| December 31, 2020 | 88.13% |
| November 30, 2020 | 88.13% |
| October 31, 2020 | 88.13% |
| September 30, 2020 | 88.13% |
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
87.64%
Minimum
Nov 2019
98.40%
Maximum
Nov 2023
91.93%
Average
88.13%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Fonar Corp | 66.64% |
| XWELL Inc | 99.92% |
| ProPhase Labs Inc | 85.31% |
| Applied DNA Sciences Inc | 99.95% |
| Veracyte Inc | 81.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.62 |
| Beta (5Y) | 1.000 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.58% |
| Historical Sharpe Ratio (5Y) | -0.4701 |
| Historical Sortino (5Y) | -1.032 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |