Rigel Pharmaceuticals Inc (RIGL)
14.20
+0.57
(+4.18%)
USD |
NASDAQ |
Nov 01, 16:00
14.12
-0.08
(-0.56%)
After-Hours: 20:00
Rigel Pharmaceuticals Max Drawdown (5Y): 86.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.40% |
| September 30, 2024 | 86.40% |
| August 31, 2024 | 86.40% |
| July 31, 2024 | 86.40% |
| June 30, 2024 | 86.40% |
| May 31, 2024 | 86.40% |
| April 30, 2024 | 86.40% |
| March 31, 2024 | 86.40% |
| February 29, 2024 | 86.40% |
| January 31, 2024 | 86.40% |
| December 31, 2023 | 86.40% |
| November 30, 2023 | 86.40% |
| October 31, 2023 | 86.40% |
| September 30, 2023 | 86.40% |
| August 31, 2023 | 86.40% |
| July 31, 2023 | 86.40% |
| June 30, 2023 | 86.40% |
| May 31, 2023 | 86.40% |
| April 30, 2023 | 86.40% |
| March 31, 2023 | 86.40% |
| February 28, 2023 | 86.40% |
| January 31, 2023 | 86.40% |
| December 31, 2022 | 86.40% |
| November 30, 2022 | 86.40% |
| October 31, 2022 | 86.35% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.35% |
| August 31, 2022 | 86.35% |
| July 31, 2022 | 86.35% |
| June 30, 2022 | 86.35% |
| May 31, 2022 | 77.27% |
| April 30, 2022 | 77.49% |
| March 31, 2022 | 77.96% |
| February 28, 2022 | 78.74% |
| January 31, 2022 | 78.74% |
| December 31, 2021 | 78.74% |
| November 30, 2021 | 81.16% |
| October 31, 2021 | 82.50% |
| September 30, 2021 | 82.50% |
| August 31, 2021 | 82.50% |
| July 31, 2021 | 82.50% |
| June 30, 2021 | 82.50% |
| May 31, 2021 | 82.50% |
| April 30, 2021 | 82.50% |
| March 31, 2021 | 82.50% |
| February 28, 2021 | 82.50% |
| January 31, 2021 | 82.50% |
| December 31, 2020 | 82.68% |
| November 30, 2020 | 82.68% |
| October 31, 2020 | 82.68% |
| September 30, 2020 | 82.68% |
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
77.27%
Minimum
May 2022
86.40%
Maximum
Nov 2022
83.97%
Average
82.68%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Ionis Pharmaceuticals Inc | 70.27% |
| Collegium Pharmaceutical Inc | 52.45% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.55 |
| Beta (5Y) | 0.9566 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.11% |
| Historical Sharpe Ratio (5Y) | -0.1258 |
| Historical Sortino (5Y) | -0.2655 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.48% |