SIGA Technologies Inc (SIGA)

5.93 -0.10 (-1.66%) USD  |  NASDAQ  |  Dec 20, 16:00
5.89 -0.04 (-0.67%) After-Hours: 20:00
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SIGA Technologies Max Drawdown (5Y): 82.20% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Emergent BioSolutions Inc 98.89%
Tonix Pharmaceuticals Holding Corp 100.00%
Chimerix Inc 97.79%
Geovax Labs Inc 100.0%
AnaptysBio Inc 90.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.579
Beta (5Y) 0.8913
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 73.30%
Historical Sharpe Ratio (5Y) 0.1409
Historical Sortino (5Y) 0.3223
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.02%