Omeros Corp (OMER)
10.91
+3.18
(+41.14%)
USD |
NASDAQ |
Nov 22, 16:00
10.91
0.00 (0.00%)
After-Hours: 20:00
Omeros Max Drawdown (5Y): 95.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.41% |
| September 30, 2024 | 95.41% |
| August 31, 2024 | 95.41% |
| July 31, 2024 | 95.41% |
| June 30, 2024 | 95.41% |
| May 31, 2024 | 95.41% |
| April 30, 2024 | 95.41% |
| March 31, 2024 | 95.41% |
| February 29, 2024 | 95.41% |
| January 31, 2024 | 95.41% |
| December 31, 2023 | 95.41% |
| November 30, 2023 | 95.41% |
| October 31, 2023 | 95.41% |
| September 30, 2023 | 93.44% |
| August 31, 2023 | 93.44% |
| July 31, 2023 | 93.44% |
| June 30, 2023 | 93.44% |
| May 31, 2023 | 93.44% |
| April 30, 2023 | 93.44% |
| March 31, 2023 | 93.44% |
| February 28, 2023 | 93.44% |
| January 31, 2023 | 93.44% |
| December 31, 2022 | 93.44% |
| November 30, 2022 | 92.81% |
| October 31, 2022 | 92.81% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.81% |
| August 31, 2022 | 92.81% |
| July 31, 2022 | 92.81% |
| June 30, 2022 | 92.81% |
| May 31, 2022 | 90.93% |
| April 30, 2022 | 87.00% |
| March 31, 2022 | 81.00% |
| February 28, 2022 | 81.00% |
| January 31, 2022 | 81.00% |
| December 31, 2021 | 78.76% |
| November 30, 2021 | 78.76% |
| October 31, 2021 | 78.76% |
| September 30, 2021 | 72.14% |
| August 31, 2021 | 72.14% |
| July 31, 2021 | 72.14% |
| June 30, 2021 | 72.14% |
| May 31, 2021 | 72.14% |
| April 30, 2021 | 72.14% |
| March 31, 2021 | 72.14% |
| February 28, 2021 | 72.14% |
| January 31, 2021 | 72.14% |
| December 31, 2020 | 72.14% |
| November 30, 2020 | 72.14% |
| October 31, 2020 | 72.14% |
| September 30, 2020 | 72.14% |
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
72.14%
Minimum
Nov 2019
95.41%
Maximum
Oct 2023
84.14%
Average
88.97%
Median
Max Drawdown (5Y) Benchmarks
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
| Oragenics Inc | 99.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.32 |
| Beta (5Y) | 1.476 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.9% |
| Historical Sharpe Ratio (5Y) | -0.2528 |
| Historical Sortino (5Y) | -0.5189 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.81% |