Cassava Sciences Inc (SAVA)

2.36 +0.07 (+3.06%) USD  |  NASDAQ  |  Dec 20, 16:00
2.34 -0.02 (-0.85%) After-Hours: 20:00
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Cassava Sciences Max Drawdown (5Y): 97.17% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Bristol-Myers Squibb Co 47.67%
BridgeBio Pharma Inc 92.80%
Seelos Therapeutics Inc 100.00%
Alnylam Pharmaceuticals Inc 42.46%
EyePoint Pharmaceuticals Inc 93.95%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 30.03
Beta (5Y) -0.8555
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 273.6%
Historical Sharpe Ratio (5Y) 0.068
Historical Sortino (5Y) 0.3159
Monthly Value at Risk (VaR) 5% (5Y Lookback) 46.48%