Oramed Pharmaceuticals, Inc. (ORMP)
5.20
-0.01
(-0.19%)
USD |
NASDAQ |
Aug 26, 11:31
Oramed Pharmaceuticals Max Drawdown (5Y) : 94.25% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 94.25% |
| June 30, 2026 | 94.25% |
| May 31, 2026 | 94.25% |
| April 30, 2026 | 94.25% |
| March 31, 2026 | 94.25% |
| February 28, 2026 | 94.25% |
| January 31, 2026 | 94.25% |
| December 31, 2025 | 94.25% |
| November 30, 2025 | 94.25% |
| October 31, 2025 | 94.25% |
| September 30, 2025 | 94.25% |
| August 31, 2025 | 94.25% |
| July 31, 2025 | 94.25% |
| June 30, 2025 | 94.25% |
| May 31, 2025 | 94.25% |
| April 30, 2025 | 94.25% |
| March 31, 2025 | 94.25% |
| February 28, 2025 | 94.25% |
| January 31, 2025 | 94.25% |
| December 31, 2024 | 94.25% |
| November 30, 2024 | 94.25% |
| October 31, 2024 | 94.25% |
| September 30, 2024 | 94.25% |
| August 31, 2024 | 94.25% |
| July 31, 2024 | 94.25% |
| Date | Value |
|---|---|
| June 30, 2024 | 94.25% |
| May 31, 2024 | 94.25% |
| April 30, 2024 | 94.25% |
| March 31, 2024 | 94.25% |
| February 29, 2024 | 94.25% |
| January 31, 2024 | 94.25% |
| December 31, 2023 | 94.25% |
| November 30, 2023 | 94.25% |
| October 31, 2023 | 93.85% |
| September 30, 2023 | 93.51% |
| August 31, 2023 | 93.51% |
| July 31, 2023 | 93.51% |
| June 30, 2023 | 93.51% |
| May 31, 2023 | 93.51% |
| April 30, 2023 | 93.51% |
| March 31, 2023 | 93.51% |
| February 28, 2023 | 93.51% |
| January 31, 2023 | 93.51% |
| December 31, 2022 | 89.62% |
| November 30, 2022 | 89.62% |
| October 31, 2022 | 89.62% |
| September 30, 2022 | 89.62% |
| August 31, 2022 | 89.62% |
| July 31, 2022 | 89.62% |
| June 30, 2022 | 89.62% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Eli Lilly & Co. | 34.47% |
| Pfizer Inc. | 58.95% |
| Yarrow Bioscience, Inc. | 99.92% |
| Liquidia Corp. | 93.87% |
| NRX Pharmaceuticals, Inc. | 99.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.99 |
| Beta (5Y) | 1.223 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.41% |
| Historical Sharpe Ratio (5Y) | -0.2862 |
| Historical Sortino (5Y) | -0.4356 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.12% |