Orgenesis Inc (ORGS)
0.527
-0.02
(-2.95%)
USD |
NASDAQ |
May 03, 16:00
0.5321
+0.01
(+0.97%)
After-Hours: 20:00
Orgenesis Max Drawdown (5Y): 96.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.51% |
March 31, 2024 | 96.51% |
February 29, 2024 | 96.51% |
January 31, 2024 | 96.51% |
December 31, 2023 | 94.93% |
November 30, 2023 | 94.93% |
October 31, 2023 | 94.93% |
September 30, 2023 | 94.93% |
August 31, 2023 | 94.93% |
July 31, 2023 | 91.62% |
June 30, 2023 | 91.62% |
May 31, 2023 | 91.62% |
April 30, 2023 | 91.62% |
March 31, 2023 | 91.62% |
February 28, 2023 | 91.62% |
January 31, 2023 | 91.62% |
December 31, 2022 | 91.62% |
November 30, 2022 | 91.62% |
October 31, 2022 | 91.62% |
September 30, 2022 | 90.60% |
August 31, 2022 | 88.69% |
July 31, 2022 | 87.74% |
June 30, 2022 | 87.74% |
May 31, 2022 | 85.90% |
April 30, 2022 | 84.26% |
Date | Value |
---|---|
March 31, 2022 | 84.26% |
February 28, 2022 | 84.26% |
January 31, 2022 | 84.26% |
December 31, 2021 | 82.29% |
November 30, 2021 | 82.29% |
October 31, 2021 | 82.29% |
September 30, 2021 | 82.29% |
August 31, 2021 | 82.29% |
July 31, 2021 | 82.29% |
June 30, 2021 | 82.29% |
May 31, 2021 | 82.29% |
April 30, 2021 | 82.29% |
March 31, 2021 | 82.85% |
February 28, 2021 | 82.85% |
January 31, 2021 | 84.84% |
December 31, 2020 | 85.15% |
November 30, 2020 | 85.15% |
October 31, 2020 | 85.15% |
September 30, 2020 | 85.15% |
August 31, 2020 | 85.15% |
July 31, 2020 | 85.15% |
June 30, 2020 | 85.15% |
May 31, 2020 | 85.15% |
April 30, 2020 | 85.15% |
March 31, 2020 | 85.15% |
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
82.29%
Minimum
Apr 2021
96.51%
Maximum
Jan 2024
87.48%
Average
85.15%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Altimmune Inc | 99.85% |
Verastem Inc | 97.04% |
Oragenics Inc | 98.92% |
Actinium Pharmaceuticals Inc | 97.29% |
Dare Bioscience Inc | 99.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -51.40 |
Beta (5Y) | 1.202 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.3% |
Historical Sharpe Ratio (5Y) | -0.3679 |
Historical Sortino (5Y) | -0.874 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.67% |