ProPhase Labs Inc (PRPH)
5.15
+0.58
(+12.57%)
USD |
NASDAQ |
May 01, 16:00
5.15
0.00 (0.00%)
After-Hours: 20:00
ProPhase Labs Max Drawdown (5Y): 71.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 67.24% |
July 31, 2020 | 67.24% |
June 30, 2020 | 67.24% |
May 31, 2020 | 60.15% |
April 30, 2020 | 60.15% |
March 31, 2020 | 60.15% |
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
48.44%
Minimum
May 2019
71.22%
Maximum
Sep 2023
67.46%
Average
71.19%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Fonar Corp | 66.64% |
XWELL Inc | 99.91% |
Applied DNA Sciences Inc | 99.48% |
Veracyte Inc | 81.19% |
OncoCyte Corp | 98.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 14.03 |
Beta (5Y) | -0.1729 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.24% |
Historical Sharpe Ratio (5Y) | 0.1436 |
Historical Sortino (5Y) | 0.3568 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.05% |