Societal CDMO Inc (DELISTED) (SCTL:DL)
1.10
0.00 (0.00%)
USD |
NASDAQ |
Apr 08, 16:00
Societal CDMO Max Drawdown (5Y): 98.41% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.41% |
| February 29, 2024 | 98.41% |
| January 31, 2024 | 98.41% |
| December 31, 2023 | 98.41% |
| November 30, 2023 | 98.41% |
| October 31, 2023 | 98.19% |
| September 30, 2023 | 97.86% |
| August 31, 2023 | 97.86% |
| July 31, 2023 | 96.59% |
| June 30, 2023 | 96.59% |
| May 31, 2023 | 96.59% |
| April 30, 2023 | 96.59% |
| March 31, 2023 | 96.59% |
| February 28, 2023 | 96.59% |
| January 31, 2023 | 96.59% |
| December 31, 2022 | 96.59% |
| November 30, 2022 | 96.59% |
| October 31, 2022 | 96.59% |
| September 30, 2022 | 96.59% |
| August 31, 2022 | 96.59% |
| July 31, 2022 | 96.59% |
| June 30, 2022 | 96.59% |
| May 31, 2022 | 96.10% |
| April 30, 2022 | 93.36% |
| March 31, 2022 | 92.56% |
| Date | Value |
|---|---|
| February 28, 2022 | 92.56% |
| January 31, 2022 | 92.56% |
| December 31, 2021 | 92.56% |
| November 30, 2021 | 92.30% |
| October 31, 2021 | 91.98% |
| September 30, 2021 | 91.98% |
| August 31, 2021 | 91.98% |
| July 31, 2021 | 91.98% |
| June 30, 2021 | 91.98% |
| May 31, 2021 | 91.98% |
| April 30, 2021 | 91.98% |
| March 31, 2021 | 91.98% |
| February 28, 2021 | 91.98% |
| January 31, 2021 | 91.98% |
| December 31, 2020 | 91.98% |
| November 30, 2020 | 91.98% |
| October 31, 2020 | 91.55% |
| September 30, 2020 | 89.05% |
| August 31, 2020 | 85.81% |
| July 31, 2020 | 78.43% |
| June 30, 2020 | 76.94% |
| May 31, 2020 | 76.94% |
| April 30, 2020 | 71.95% |
| March 31, 2020 | 71.95% |
| February 29, 2020 | 71.95% |
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
71.95%
Minimum
Oct 2019
98.41%
Maximum
Nov 2023
89.17%
Average
91.98%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| XOMA Corp | 86.82% |
| Ironwood Pharmaceuticals Inc | 60.99% |
| CymaBay Therapeutics Inc (DELISTED) | 91.75% |
| Homology Medicines Inc (DELISTED) | 99.77% |
| Amgen Inc | 24.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.16 |
| Beta (5Y) | 1.612 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.1% |
| Historical Sharpe Ratio (5Y) | -0.2851 |
| Historical Sortino (5Y) | -0.6064 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.60% |