ProPhase Labs Inc (PRPH)
0.7689
-0.01
(-1.03%)
USD |
NASDAQ |
Nov 22, 16:00
0.751
-0.02
(-2.33%)
After-Hours: 20:00
ProPhase Labs Max Drawdown (5Y): 85.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.31% |
| September 30, 2024 | 85.31% |
| August 31, 2024 | 84.63% |
| July 31, 2024 | 79.39% |
| June 30, 2024 | 71.56% |
| May 31, 2024 | 71.22% |
| April 30, 2024 | 71.22% |
| March 31, 2024 | 71.22% |
| February 29, 2024 | 71.22% |
| January 31, 2024 | 71.22% |
| December 31, 2023 | 71.22% |
| November 30, 2023 | 71.22% |
| October 31, 2023 | 71.22% |
| September 30, 2023 | 71.22% |
| August 31, 2023 | 71.19% |
| July 31, 2023 | 71.19% |
| June 30, 2023 | 71.19% |
| May 31, 2023 | 71.19% |
| April 30, 2023 | 71.19% |
| March 31, 2023 | 71.19% |
| February 28, 2023 | 71.19% |
| January 31, 2023 | 71.19% |
| December 31, 2022 | 71.19% |
| November 30, 2022 | 71.19% |
| October 31, 2022 | 71.19% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.19% |
| August 31, 2022 | 71.19% |
| July 31, 2022 | 71.19% |
| June 30, 2022 | 71.19% |
| May 31, 2022 | 71.19% |
| April 30, 2022 | 71.19% |
| March 31, 2022 | 71.19% |
| February 28, 2022 | 71.19% |
| January 31, 2022 | 71.19% |
| December 31, 2021 | 71.19% |
| November 30, 2021 | 71.19% |
| October 31, 2021 | 71.19% |
| September 30, 2021 | 71.19% |
| August 31, 2021 | 71.19% |
| July 31, 2021 | 71.19% |
| June 30, 2021 | 71.19% |
| May 31, 2021 | 71.19% |
| April 30, 2021 | 71.19% |
| March 31, 2021 | 67.24% |
| February 28, 2021 | 67.24% |
| January 31, 2021 | 67.24% |
| December 31, 2020 | 67.24% |
| November 30, 2020 | 67.24% |
| October 31, 2020 | 67.24% |
| September 30, 2020 | 67.24% |
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
60.15%
Minimum
Nov 2019
85.31%
Maximum
Sep 2024
70.09%
Average
71.19%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Fonar Corp | 66.64% |
| XWELL Inc | 99.92% |
| Applied DNA Sciences Inc | 99.95% |
| Veracyte Inc | 81.19% |
| OncoCyte Corp | 98.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.202 |
| Beta (5Y) | -0.1038 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.44% |
| Historical Sharpe Ratio (5Y) | 0.0803 |
| Historical Sortino (5Y) | 0.2045 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.25% |