SIGA Technologies Inc (SIGA)
7.00
-0.21
(-2.91%)
USD |
NASDAQ |
Nov 04, 16:00
6.99
-0.01
(-0.14%)
After-Hours: 20:00
SIGA Technologies Max Drawdown (5Y): 82.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.20% |
| September 30, 2024 | 82.20% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
76.92%
Average
82.20%
Median
Sep 2023
Max Drawdown (5Y) Benchmarks
| Emergent BioSolutions Inc | 98.89% |
| Chimerix Inc | 97.79% |
| Geovax Labs Inc | 100.0% |
| Abbott Laboratories | 33.88% |
| Tonix Pharmaceuticals Holding Corp | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.994 |
| Beta (5Y) | 0.884 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.35% |
| Historical Sharpe Ratio (5Y) | 0.1011 |
| Historical Sortino (5Y) | 0.2303 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.02% |