Sangamo Therapeutics Inc (SGMO)
0.5558
+0.03
(+6.48%)
USD |
NASDAQ |
May 03, 16:00
0.553
0.00 (0.00%)
After-Hours: 20:00
Sangamo Therapeutics Max Drawdown (5Y): 98.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.37% |
| March 31, 2024 | 98.37% |
| February 29, 2024 | 98.37% |
| January 31, 2024 | 98.37% |
| December 31, 2023 | 98.37% |
| November 30, 2023 | 98.37% |
| October 31, 2023 | 97.44% |
| September 30, 2023 | 96.82% |
| August 31, 2023 | 95.76% |
| July 31, 2023 | 94.17% |
| June 30, 2023 | 94.17% |
| May 31, 2023 | 94.12% |
| April 30, 2023 | 92.86% |
| March 31, 2023 | 91.29% |
| February 28, 2023 | 89.49% |
| January 31, 2023 | 89.49% |
| December 31, 2022 | 89.49% |
| November 30, 2022 | 87.55% |
| October 31, 2022 | 87.55% |
| September 30, 2022 | 87.55% |
| August 31, 2022 | 87.55% |
| July 31, 2022 | 87.55% |
| June 30, 2022 | 87.55% |
| May 31, 2022 | 87.02% |
| April 30, 2022 | 84.25% |
| Date | Value |
|---|---|
| March 31, 2022 | 80.83% |
| February 28, 2022 | 81.77% |
| January 31, 2022 | 83.03% |
| December 31, 2021 | 83.24% |
| November 30, 2021 | 84.91% |
| October 31, 2021 | 87.01% |
| September 30, 2021 | 88.68% |
| August 31, 2021 | 88.68% |
| July 31, 2021 | 88.68% |
| June 30, 2021 | 88.68% |
| May 31, 2021 | 88.68% |
| April 30, 2021 | 88.68% |
| March 31, 2021 | 88.68% |
| February 28, 2021 | 88.68% |
| January 31, 2021 | 88.68% |
| December 31, 2020 | 88.68% |
| November 30, 2020 | 88.68% |
| October 31, 2020 | 88.68% |
| September 30, 2020 | 88.68% |
| August 31, 2020 | 88.68% |
| July 31, 2020 | 88.68% |
| June 30, 2020 | 88.68% |
| May 31, 2020 | 88.68% |
| April 30, 2020 | 88.68% |
| March 31, 2020 | 88.68% |
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
80.83%
Minimum
Mar 2022
98.37%
Maximum
Nov 2023
89.74%
Average
88.68%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| AIM ImmunoTech Inc | 99.76% |
| Perspective Therapeutics Inc | 91.70% |
| Protalix BioTherapeutics Inc | 94.35% |
| Electromed Inc | 55.84% |
| Armata Pharmaceuticals Inc | 99.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -64.08 |
| Beta (5Y) | 1.398 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.68% |
| Historical Sharpe Ratio (5Y) | -0.529 |
| Historical Sortino (5Y) | -1.284 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.73% |