Salarius Pharmaceuticals Inc (SLRX)
0.7784
-0.08
(-9.70%)
USD |
NASDAQ |
Mar 31, 11:31
Salarius Pharmaceuticals Max Drawdown (5Y): 99.98% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Intra-Cellular Therapies Inc | 79.05% |
| Johnson & Johnson | 27.36% |
| Apellis Pharmaceuticals Inc | 74.65% |
| Moderna Inc | 93.70% |
| NovaBay Pharmaceuticals Inc | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -74.97 |
| Beta (5Y) | 0.5934 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.6% |
| Historical Sharpe Ratio (5Y) | -0.6419 |
| Historical Sortino (5Y) | -1.392 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.42% |