SIGA Technologies, Inc. (SIGA)
3.08
-0.08
(-2.53%)
USD |
NASDAQ |
Oct 13, 16:00
3.085
0.00 (0.00%)
After-Hours: 20:00
SIGA Technologies Max Drawdown (5Y) : 84.15% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 84.15% |
| August 31, 2026 | 84.15% |
| July 31, 2026 | 82.88% |
| June 30, 2026 | 82.20% |
| May 31, 2026 | 82.20% |
| April 30, 2026 | 82.20% |
| March 31, 2026 | 82.20% |
| February 28, 2026 | 82.20% |
| January 31, 2026 | 82.20% |
| December 31, 2025 | 82.20% |
| November 30, 2025 | 82.20% |
| October 31, 2025 | 82.20% |
| September 30, 2025 | 82.20% |
| August 31, 2025 | 82.20% |
| July 31, 2025 | 82.20% |
| June 30, 2025 | 82.20% |
| May 31, 2025 | 82.20% |
| April 30, 2025 | 82.20% |
| March 31, 2025 | 82.20% |
| February 28, 2025 | 82.20% |
| January 31, 2025 | 82.20% |
| December 31, 2024 | 82.20% |
| November 30, 2024 | 82.20% |
| October 31, 2024 | 82.20% |
| September 30, 2024 | 82.20% |
| Date | Value |
|---|---|
| August 31, 2024 | 82.20% |
| July 31, 2024 | 82.20% |
| June 30, 2024 | 82.20% |
| May 31, 2024 | 82.20% |
| April 30, 2024 | 82.20% |
| March 31, 2024 | 82.20% |
| February 29, 2024 | 82.20% |
| January 31, 2024 | 82.20% |
| December 31, 2023 | 82.20% |
| November 30, 2023 | 82.20% |
| October 31, 2023 | 82.20% |
| September 30, 2023 | 82.20% |
| August 31, 2023 | 81.09% |
| July 31, 2023 | 80.18% |
| June 30, 2023 | 80.00% |
| May 31, 2023 | 80.00% |
| April 30, 2023 | 80.00% |
| March 31, 2023 | 80.00% |
| February 28, 2023 | 74.57% |
| January 31, 2023 | 73.12% |
| December 31, 2022 | 72.12% |
| November 30, 2022 | 68.37% |
| October 31, 2022 | 66.42% |
| September 30, 2022 | 61.68% |
| August 31, 2022 | 52.16% |
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
| ANI Pharmaceuticals, Inc. | 72.96% |
| Corcept Therapeutics, Inc. | 71.85% |
| Veru, Inc. | 99.12% |
| Johnson & Johnson | 18.44% |
| Eli Lilly & Co. | 34.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.94 |
| Beta (5Y) | 1.040 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.80% |
| Historical Sharpe Ratio (5Y) | -0.1408 |
| Historical Sortino (5Y) | -0.3173 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.98% |