scPharmaceuticals Inc (SCPH)
4.07
+0.04
(+0.99%)
USD |
NASDAQ |
Nov 05, 11:15
scPharmaceuticals Max Drawdown (5Y): 77.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 77.60% |
September 30, 2024 | 77.60% |
August 31, 2024 | 77.60% |
July 31, 2024 | 77.60% |
June 30, 2024 | 77.60% |
May 31, 2024 | 77.60% |
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% |
Date | Value |
---|---|
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% |
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% |
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
77.60%
Minimum
May 2024
85.68%
Maximum
Nov 2019
84.70%
Average
85.68%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
NovaBay Pharmaceuticals Inc | 99.98% |
Palatin Technologies Inc | 97.38% |
iBio Inc | 99.97% |
Theriva Biologics Inc | 99.81% |
Oragenics Inc | 99.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.384 |
Beta (5Y) | 0.1465 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.77% |
Historical Sharpe Ratio (5Y) | -0.1175 |
Historical Sortino (5Y) | -0.2357 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.35% |