ProPhase Labs Inc (PRPH)
2.19
+0.05
(+2.34%)
USD |
NASDAQ |
Nov 04, 16:00
2.19
0.00 (0.00%)
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 | 99.91% |
Applied DNA Sciences Inc | 99.94% |
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% |