Scilex Holding Co. (SCLX)
5.495
+0.06
(+1.20%)
USD |
NASDAQ |
Aug 31, 16:00
5.59
+0.10
(+1.73%)
After-Hours: 06:41
Scilex Max Drawdown (5Y) : 99.23% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 99.23% |
| July 31, 2026 | 99.23% |
| June 30, 2026 | 99.23% |
| May 31, 2026 | 99.23% |
| April 30, 2026 | 99.23% |
| March 31, 2026 | 99.23% |
| February 28, 2026 | 99.23% |
| January 31, 2026 | 99.23% |
| December 31, 2025 | 99.23% |
| November 30, 2025 | 99.23% |
| October 31, 2025 | 99.23% |
| September 30, 2025 | 99.23% |
| August 31, 2025 | 99.23% |
| July 31, 2025 | 99.23% |
| June 30, 2025 | 99.23% |
| May 31, 2025 | 99.23% |
| April 30, 2025 | 99.23% |
| March 31, 2025 | 98.46% |
| February 28, 2025 | 98.46% |
| January 31, 2025 | 97.36% |
| December 31, 2024 | 97.36% |
| November 30, 2024 | 96.48% |
| October 31, 2024 | 94.96% |
| September 30, 2024 | 94.96% |
| August 31, 2024 | 94.96% |
| Date | Value |
|---|---|
| July 31, 2024 | 94.96% |
| June 30, 2024 | 94.96% |
| May 31, 2024 | 94.96% |
| April 30, 2024 | 94.26% |
| March 31, 2024 | 93.60% |
| February 29, 2024 | 93.60% |
| January 31, 2024 | 93.60% |
| December 31, 2023 | 93.60% |
| November 30, 2023 | 93.60% |
| October 31, 2023 | 91.49% |
| September 30, 2023 | 90.54% |
| August 31, 2023 | 80.61% |
| July 31, 2023 | 72.67% |
| June 30, 2023 | 72.67% |
| May 31, 2023 | 72.67% |
| April 30, 2023 | 72.67% |
| March 31, 2023 | 72.67% |
| February 28, 2023 | 72.67% |
| January 31, 2023 | 72.67% |
| December 31, 2022 | 72.67% |
| November 30, 2022 | 60.86% |
| October 31, 2022 | 1.26% |
| September 30, 2022 | 1.26% |
| August 31, 2022 | 1.26% |
| July 31, 2022 | 1.26% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Oramed Pharmaceuticals, Inc. | 94.25% |
| Semnur Pharmaceuticals, Inc. | -- |
| ANI Pharmaceuticals, Inc. | 72.96% |
| Corcept Therapeutics, Inc. | 71.85% |
| Veru, Inc. | 99.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -70.45 |
| Beta (5Y) | 1.615 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 137.6% |
| Historical Sharpe Ratio (5Y) | -0.4056 |
| Historical Sortino (5Y) | -1.014 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.35% |