Oramed Pharmaceuticals Inc (ORMP)
2.455
+0.16
(+6.74%)
USD |
NASDAQ |
Apr 26, 14:57
Oramed Pharmaceuticals Max Drawdown (5Y): 94.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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 | 87.50% |
| November 30, 2022 | 87.50% |
| October 31, 2022 | 87.50% |
| September 30, 2022 | 87.50% |
| August 31, 2022 | 87.50% |
| July 31, 2022 | 87.50% |
| June 30, 2022 | 87.50% |
| May 31, 2022 | 86.92% |
| April 30, 2022 | 85.68% |
| March 31, 2022 | 85.68% |
| Date | Value |
|---|---|
| February 28, 2022 | 85.68% |
| January 31, 2022 | 85.68% |
| December 31, 2021 | 85.68% |
| November 30, 2021 | 85.68% |
| October 31, 2021 | 85.68% |
| September 30, 2021 | 85.68% |
| August 31, 2021 | 85.68% |
| July 31, 2021 | 85.68% |
| June 30, 2021 | 85.68% |
| May 31, 2021 | 85.68% |
| April 30, 2021 | 85.68% |
| March 31, 2021 | 85.68% |
| February 28, 2021 | 85.68% |
| January 31, 2021 | 85.68% |
| December 31, 2020 | 85.68% |
| November 30, 2020 | 85.68% |
| October 31, 2020 | 85.68% |
| September 30, 2020 | 85.68% |
| August 31, 2020 | 85.68% |
| July 31, 2020 | 85.68% |
| June 30, 2020 | 85.68% |
| May 31, 2020 | 85.68% |
| April 30, 2020 | 85.68% |
| March 31, 2020 | 85.68% |
| February 29, 2020 | 85.68% |
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
85.68%
Minimum
Jan 2020
94.25%
Maximum
Nov 2023
88.15%
Average
87.10%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Inogen Inc | 97.23% |
| Petros Pharmaceuticals Inc | -- |
| DIH Holding US Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.90% |
| Palatin Technologies Inc | 96.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.92 |
| Beta (5Y) | 1.809 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 113.6% |
| Historical Sharpe Ratio (5Y) | -0.0555 |
| Historical Sortino (5Y) | -0.1095 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.15% |