Psychemedics Corp (PMD)
2.68
+0.14
(+5.51%)
USD |
NASDAQ |
Apr 18, 14:26
Psychemedics Max Drawdown (5Y): 87.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 87.72% |
| February 29, 2024 | 87.72% |
| January 31, 2024 | 87.72% |
| December 31, 2023 | 87.72% |
| November 30, 2023 | 87.72% |
| October 31, 2023 | 85.93% |
| September 30, 2023 | 84.45% |
| August 31, 2023 | 84.45% |
| July 31, 2023 | 84.45% |
| June 30, 2023 | 84.45% |
| May 31, 2023 | 84.45% |
| April 30, 2023 | 84.45% |
| March 31, 2023 | 84.45% |
| February 28, 2023 | 84.45% |
| January 31, 2023 | 84.45% |
| December 31, 2022 | 84.45% |
| November 30, 2022 | 84.45% |
| October 31, 2022 | 84.45% |
| September 30, 2022 | 84.45% |
| August 31, 2022 | 84.45% |
| July 31, 2022 | 84.45% |
| June 30, 2022 | 84.45% |
| May 31, 2022 | 84.45% |
| April 30, 2022 | 84.45% |
| March 31, 2022 | 84.45% |
| Date | Value |
|---|---|
| February 28, 2022 | 84.45% |
| January 31, 2022 | 84.45% |
| December 31, 2021 | 84.45% |
| November 30, 2021 | 84.45% |
| October 31, 2021 | 84.45% |
| September 30, 2021 | 84.45% |
| August 31, 2021 | 84.45% |
| July 31, 2021 | 84.45% |
| June 30, 2021 | 84.45% |
| May 31, 2021 | 84.45% |
| April 30, 2021 | 84.45% |
| March 31, 2021 | 84.45% |
| February 28, 2021 | 84.45% |
| January 31, 2021 | 84.45% |
| December 31, 2020 | 84.45% |
| November 30, 2020 | 84.45% |
| October 31, 2020 | 84.45% |
| September 30, 2020 | 81.65% |
| August 31, 2020 | 80.80% |
| July 31, 2020 | 80.76% |
| June 30, 2020 | 80.38% |
| May 31, 2020 | 80.38% |
| April 30, 2020 | 80.38% |
| March 31, 2020 | 80.38% |
| February 29, 2020 | 70.63% |
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
54.95%
Minimum
Apr 2019
87.72%
Maximum
Nov 2023
81.11%
Average
84.45%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Delcath Systems Inc | 100.0% |
| Star Equity Holdings Inc | 97.96% |
| Exact Sciences Corp | 80.42% |
| CytoSorbents Corp | 93.04% |
| Progyny Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.14 |
| Beta (5Y) | 0.6439 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.62% |
| Historical Sharpe Ratio (5Y) | -0.5734 |
| Historical Sortino (5Y) | -0.9281 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.17% |