scPharmaceuticals Inc (SCPH)
4.56
+0.09
(+2.01%)
USD |
NASDAQ |
May 01, 16:00
4.55
-0.01
(-0.22%)
After-Hours: 20:00
scPharmaceuticals Max Drawdown (5Y): 80.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.48% |
March 31, 2024 | 83.08% |
February 29, 2024 | 83.08% |
January 31, 2024 | 85.68% |
December 31, 2023 | 85.68% |
November 30, 2023 | 85.68% |
October 31, 2023 | 85.68% |
September 30, 2023 | 85.68% |
August 31, 2023 | 85.68% |
July 31, 2023 | 85.68% |
June 30, 2023 | 85.68% |
May 31, 2023 | 85.68% |
April 30, 2023 | 85.68% |
March 31, 2023 | 85.68% |
February 28, 2023 | 85.68% |
January 31, 2023 | 85.68% |
December 31, 2022 | 85.68% |
November 30, 2022 | 85.68% |
October 31, 2022 | 85.68% |
September 30, 2022 | 85.68% |
August 31, 2022 | 85.68% |
July 31, 2022 | 85.68% |
June 30, 2022 | 85.68% |
May 31, 2022 | 85.68% |
April 30, 2022 | 85.68% |
Date | Value |
---|---|
March 31, 2022 | 85.68% |
February 28, 2022 | 85.68% |
January 31, 2022 | 85.68% |
December 31, 2021 | 85.68% |
November 30, 2021 | 85.68% |
October 31, 2021 | 85.68% |
September 30, 2021 | 85.68% |
August 31, 2021 | 85.68% |
July 31, 2021 | 85.68% |
June 30, 2021 | 85.68% |
May 31, 2021 | 85.68% |
April 30, 2021 | 85.68% |
March 31, 2021 | 85.68% |
February 28, 2021 | 85.68% |
January 31, 2021 | 85.68% |
December 31, 2020 | 85.68% |
November 30, 2020 | 85.68% |
October 31, 2020 | 85.68% |
September 30, 2020 | 85.68% |
August 31, 2020 | 85.68% |
July 31, 2020 | 85.68% |
June 30, 2020 | 85.68% |
May 31, 2020 | 85.68% |
April 30, 2020 | 85.68% |
March 31, 2020 | 85.68% |
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
80.48%
Minimum
Apr 2024
85.68%
Maximum
May 2019
85.51%
Average
85.68%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Anika Therapeutics Inc | 76.85% |
Spero Therapeutics Inc | 96.92% |
electroCore Inc | 98.95% |
NovaBay Pharmaceuticals Inc | 99.91% |
Palatin Technologies Inc | 96.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.502 |
Beta (5Y) | 0.0926 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.88% |
Historical Sharpe Ratio (5Y) | 0.064 |
Historical Sortino (5Y) | 0.1415 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.73% |