Cassava Sciences Inc (SAVA)
26.21
+0.40
(+1.57%)
USD |
NASDAQ |
Nov 01, 16:00
26.11
-0.10
(-0.38%)
After-Hours: 20:00
Cassava Sciences Max Drawdown (5Y): 92.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.93% |
| September 30, 2024 | 92.93% |
| August 31, 2024 | 93.81% |
| July 31, 2024 | 94.51% |
| June 30, 2024 | 94.51% |
| May 31, 2024 | 95.95% |
| April 30, 2024 | 95.95% |
| March 31, 2024 | 96.61% |
| February 29, 2024 | 97.21% |
| January 31, 2024 | 97.41% |
| December 31, 2023 | 97.41% |
| November 30, 2023 | 97.57% |
| October 31, 2023 | 97.83% |
| September 30, 2023 | 98.20% |
| August 31, 2023 | 98.20% |
| July 31, 2023 | 98.20% |
| June 30, 2023 | 98.20% |
| May 31, 2023 | 98.20% |
| April 30, 2023 | 98.20% |
| March 31, 2023 | 98.20% |
| February 28, 2023 | 98.20% |
| January 31, 2023 | 98.20% |
| December 31, 2022 | 98.20% |
| November 30, 2022 | 98.20% |
| October 31, 2022 | 98.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.20% |
| August 31, 2022 | 98.20% |
| July 31, 2022 | 98.20% |
| June 30, 2022 | 98.20% |
| May 31, 2022 | 98.20% |
| April 30, 2022 | 98.20% |
| March 31, 2022 | 98.20% |
| February 28, 2022 | 98.20% |
| January 31, 2022 | 98.20% |
| December 31, 2021 | 98.20% |
| November 30, 2021 | 98.20% |
| October 31, 2021 | 98.20% |
| September 30, 2021 | 98.20% |
| August 31, 2021 | 98.20% |
| July 31, 2021 | 98.20% |
| June 30, 2021 | 98.20% |
| May 31, 2021 | 98.20% |
| April 30, 2021 | 98.20% |
| March 31, 2021 | 98.20% |
| February 28, 2021 | 98.20% |
| January 31, 2021 | 98.20% |
| December 31, 2020 | 98.20% |
| November 30, 2020 | 98.20% |
| October 31, 2020 | 98.20% |
| September 30, 2020 | 98.20% |
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
92.93%
Minimum
Sep 2024
98.20%
Maximum
Nov 2019
97.66%
Average
98.20%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Bristol-Myers Squibb Co | 47.67% |
| Eli Lilly and Co | 22.48% |
| Seelos Therapeutics Inc | 100.00% |
| Biomarin Pharmaceutical Inc | 52.14% |
| EyePoint Pharmaceuticals Inc | 93.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 86.68 |
| Beta (5Y) | -0.5839 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 298.3% |
| Historical Sharpe Ratio (5Y) | 0.2653 |
| Historical Sortino (5Y) | 1.418 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.18% |