SIGA Technologies Inc (SIGA)
9.315
+0.52
(+5.97%)
USD |
NASDAQ |
May 01, 16:00
9.315
0.00 (0.00%)
After-Hours: 19:01
SIGA Technologies Max Drawdown (5Y): 82.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 52.16% |
| June 30, 2022 | 52.16% |
| May 31, 2022 | 52.16% |
| April 30, 2022 | 52.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 52.16% |
| February 28, 2022 | 52.16% |
| January 31, 2022 | 52.16% |
| December 31, 2021 | 52.16% |
| November 30, 2021 | 52.16% |
| October 31, 2021 | 52.16% |
| September 30, 2021 | 52.16% |
| August 31, 2021 | 55.91% |
| July 31, 2021 | 55.91% |
| June 30, 2021 | 55.91% |
| May 31, 2021 | 55.91% |
| April 30, 2021 | 73.28% |
| March 31, 2021 | 85.95% |
| February 28, 2021 | 91.55% |
| January 31, 2021 | 96.92% |
| December 31, 2020 | 97.01% |
| November 30, 2020 | 97.24% |
| October 31, 2020 | 97.24% |
| September 30, 2020 | 98.01% |
| August 31, 2020 | 98.01% |
| July 31, 2020 | 98.01% |
| June 30, 2020 | 98.01% |
| May 31, 2020 | 98.01% |
| April 30, 2020 | 98.01% |
| March 31, 2020 | 98.01% |
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
52.16%
Minimum
Sep 2021
98.01%
Maximum
May 2019
78.50%
Average
82.20%
Median
Sep 2023
Max Drawdown (5Y) Benchmarks
| Geron Corp | 86.09% |
| SELLAS Life Sciences Group Inc | 100.00% |
| Heron Therapeutics Inc | 98.09% |
| FibroGen Inc | 99.37% |
| Clearside Biomedical Inc | 97.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.841 |
| Beta (5Y) | 0.9527 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.13% |
| Historical Sharpe Ratio (5Y) | 0.1892 |
| Historical Sortino (5Y) | 0.427 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.52% |