scPharmaceuticals Inc (SCPH)
3.49
+0.13
(+3.87%)
USD |
NASDAQ |
Nov 21, 16:00
3.31
-0.18
(-5.16%)
After-Hours: 20:00
scPharmaceuticals Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
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% |