Rocket Pharmaceuticals Inc (RCKT)
13.98
-0.84
(-5.67%)
USD |
NASDAQ |
Nov 15, 16:00
14.06
+0.08
(+0.57%)
After-Hours: 20:00
Rocket Pharmaceuticals Max Drawdown (5Y): 87.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.92% |
| September 30, 2024 | 87.92% |
| August 31, 2024 | 87.92% |
| July 31, 2024 | 87.92% |
| June 30, 2024 | 87.92% |
| May 31, 2024 | 87.92% |
| 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 | 87.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.92% |
| August 31, 2022 | 87.92% |
| July 31, 2022 | 89.01% |
| June 30, 2022 | 94.28% |
| May 31, 2022 | 94.90% |
| April 30, 2022 | 94.90% |
| March 31, 2022 | 94.90% |
| February 28, 2022 | 94.90% |
| January 31, 2022 | 94.90% |
| December 31, 2021 | 94.90% |
| November 30, 2021 | 94.90% |
| October 31, 2021 | 94.90% |
| September 30, 2021 | 94.90% |
| August 31, 2021 | 94.90% |
| July 31, 2021 | 94.90% |
| June 30, 2021 | 94.90% |
| May 31, 2021 | 94.90% |
| April 30, 2021 | 94.90% |
| March 31, 2021 | 94.90% |
| February 28, 2021 | 94.90% |
| January 31, 2021 | 94.90% |
| December 31, 2020 | 94.90% |
| November 30, 2020 | 94.90% |
| October 31, 2020 | 94.90% |
| September 30, 2020 | 94.90% |
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
Aug 2022
94.90%
Maximum
Nov 2019
91.65%
Average
94.90%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Apellis Pharmaceuticals Inc | 74.65% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.73 |
| Beta (5Y) | 1.093 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.99% |
| Historical Sharpe Ratio (5Y) | 0.0055 |
| Historical Sortino (5Y) | 0.0112 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.85% |