Rockwell Medical Inc (RMTI)
1.46
-0.02
(-1.35%)
USD |
NASDAQ |
Apr 30, 13:06
Rockwell Medical Max Drawdown (5Y): 98.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 98.87% |
February 29, 2024 | 98.87% |
January 31, 2024 | 98.87% |
December 31, 2023 | 98.87% |
November 30, 2023 | 98.87% |
October 31, 2023 | 98.87% |
September 30, 2023 | 98.87% |
August 31, 2023 | 98.87% |
July 31, 2023 | 98.87% |
June 30, 2023 | 98.87% |
May 31, 2023 | 98.87% |
April 30, 2023 | 98.87% |
March 31, 2023 | 98.87% |
February 28, 2023 | 98.87% |
January 31, 2023 | 98.87% |
December 31, 2022 | 98.87% |
November 30, 2022 | 98.87% |
October 31, 2022 | 98.73% |
September 30, 2022 | 98.73% |
August 31, 2022 | 98.73% |
July 31, 2022 | 98.73% |
June 30, 2022 | 98.64% |
May 31, 2022 | 98.52% |
April 30, 2022 | 96.38% |
March 31, 2022 | 96.38% |
Date | Value |
---|---|
February 28, 2022 | 96.28% |
January 31, 2022 | 95.80% |
December 31, 2021 | 95.80% |
November 30, 2021 | 95.18% |
October 31, 2021 | 94.00% |
September 30, 2021 | 93.50% |
August 31, 2021 | 93.50% |
July 31, 2021 | 91.84% |
June 30, 2021 | 91.78% |
May 31, 2021 | 91.78% |
April 30, 2021 | 91.78% |
March 31, 2021 | 91.78% |
February 28, 2021 | 91.78% |
January 31, 2021 | 91.78% |
December 31, 2020 | 91.78% |
November 30, 2020 | 91.78% |
October 31, 2020 | 91.78% |
September 30, 2020 | 91.65% |
August 31, 2020 | 91.65% |
July 31, 2020 | 91.65% |
June 30, 2020 | 91.65% |
May 31, 2020 | 91.65% |
April 30, 2020 | 91.65% |
March 31, 2020 | 91.65% |
February 29, 2020 | 90.07% |
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
87.91%
Minimum
Apr 2019
98.87%
Maximum
Nov 2022
94.42%
Average
93.75%
Median
Max Drawdown (5Y) Benchmarks
Cyclacel Pharmaceuticals Inc | 99.30% |
Oragenics Inc | 98.92% |
Alpine Immune Sciences Inc | 97.33% |
Corvus Pharmaceuticals Inc | 95.28% |
MAIA Biotechnology Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -68.93 |
Beta (5Y) | 1.173 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.81% |
Historical Sharpe Ratio (5Y) | -0.5776 |
Historical Sortino (5Y) | -1.283 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.78% |