Rocket Pharmaceuticals Inc (RCKT)
23.47
+0.70
(+3.07%)
USD |
NASDAQ |
May 03, 16:00
23.46
-0.01
(-0.04%)
After-Hours: 20:00
Rocket Pharmaceuticals Max Drawdown (5Y): 87.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.92% |
March 31, 2024 | 87.92% |
February 29, 2024 | 87.92% |
January 31, 2024 | 87.92% |
December 31, 2023 | 87.92% |
November 30, 2023 | 87.92% |
October 31, 2023 | 87.92% |
September 30, 2023 | 87.92% |
August 31, 2023 | 87.92% |
July 31, 2023 | 87.92% |
June 30, 2023 | 87.92% |
May 31, 2023 | 87.92% |
April 30, 2023 | 87.92% |
March 31, 2023 | 87.92% |
February 28, 2023 | 87.92% |
January 31, 2023 | 87.92% |
December 31, 2022 | 87.92% |
November 30, 2022 | 87.92% |
October 31, 2022 | 95.86% |
September 30, 2022 | 95.86% |
August 31, 2022 | 95.86% |
July 31, 2022 | 95.86% |
June 30, 2022 | 95.86% |
May 31, 2022 | 95.86% |
April 30, 2022 | 95.86% |
Date | Value |
---|---|
March 31, 2022 | 95.86% |
February 28, 2022 | 95.86% |
January 31, 2022 | 95.86% |
December 31, 2021 | 95.86% |
November 30, 2021 | 95.86% |
October 31, 2021 | 95.86% |
September 30, 2021 | 95.86% |
August 31, 2021 | 95.86% |
July 31, 2021 | 95.86% |
June 30, 2021 | 95.86% |
May 31, 2021 | 95.86% |
April 30, 2021 | 95.86% |
March 31, 2021 | 95.86% |
February 28, 2021 | 95.86% |
January 31, 2021 | 95.86% |
December 31, 2020 | 95.86% |
November 30, 2020 | 95.86% |
October 31, 2020 | 95.86% |
September 30, 2020 | 95.86% |
August 31, 2020 | 95.86% |
July 31, 2020 | 95.86% |
June 30, 2020 | 95.86% |
May 31, 2020 | 95.86% |
April 30, 2020 | 95.86% |
March 31, 2020 | 95.86% |
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
87.92%
Minimum
Nov 2022
95.86%
Maximum
May 2019
93.48%
Average
95.86%
Median
May 2019
Max Drawdown (5Y) Benchmarks
ADMA Biologics Inc | 84.77% |
Geron Corp | 86.09% |
Madrigal Pharmaceuticals Inc | 82.20% |
Ligand Pharmaceuticals Inc | 77.41% |
Puma Biotechnology Inc | 98.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.50 |
Beta (5Y) | 1.117 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.37% |
Historical Sharpe Ratio (5Y) | 0.013 |
Historical Sortino (5Y) | 0.0278 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.99% |