Oramed Pharmaceuticals Inc (ORMP)
2.33
+0.02
(+0.87%)
USD |
NASDAQ |
Nov 22, 15:16
Oramed Pharmaceuticals Max Drawdown (5Y): 94.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.25% |
| September 30, 2024 | 94.25% |
| August 31, 2024 | 94.25% |
| July 31, 2024 | 94.25% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.62% |
| August 31, 2022 | 89.62% |
| July 31, 2022 | 89.62% |
| June 30, 2022 | 89.62% |
| May 31, 2022 | 89.62% |
| April 30, 2022 | 89.62% |
| March 31, 2022 | 89.62% |
| February 28, 2022 | 89.62% |
| January 31, 2022 | 89.62% |
| December 31, 2021 | 89.62% |
| November 30, 2021 | 89.62% |
| October 31, 2021 | 89.62% |
| September 30, 2021 | 89.62% |
| August 31, 2021 | 89.62% |
| July 31, 2021 | 89.62% |
| June 30, 2021 | 89.62% |
| May 31, 2021 | 89.62% |
| April 30, 2021 | 89.62% |
| March 31, 2021 | 89.62% |
| February 28, 2021 | 89.62% |
| January 31, 2021 | 89.62% |
| December 31, 2020 | 89.62% |
| November 30, 2020 | 89.62% |
| October 31, 2020 | 89.62% |
| September 30, 2020 | 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
89.62%
Minimum
Nov 2019
94.25%
Maximum
Nov 2023
91.20%
Average
89.62%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Skye Bioscience Inc | 99.47% |
| Scilex Holding Co | -- |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.90 |
| Beta (5Y) | 1.775 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.9% |
| Historical Sharpe Ratio (5Y) | -0.0741 |
| Historical Sortino (5Y) | -0.1404 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.15% |