Soligenix Inc (SNGX)
0.423
+0.02
(+3.80%)
USD |
NASDAQ |
May 03, 11:25
Soligenix Max Drawdown (5Y): 99.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.24% |
| March 31, 2024 | 99.21% |
| February 29, 2024 | 99.21% |
| January 31, 2024 | 99.21% |
| December 31, 2023 | 99.21% |
| November 30, 2023 | 99.21% |
| October 31, 2023 | 99.13% |
| September 30, 2023 | 99.13% |
| August 31, 2023 | 99.12% |
| July 31, 2023 | 98.75% |
| June 30, 2023 | 98.68% |
| May 31, 2023 | 98.58% |
| April 30, 2023 | 97.41% |
| March 31, 2023 | 97.32% |
| February 28, 2023 | 97.32% |
| January 31, 2023 | 97.32% |
| December 31, 2022 | 97.32% |
| November 30, 2022 | 97.32% |
| October 31, 2022 | 97.32% |
| September 30, 2022 | 97.32% |
| August 31, 2022 | 97.32% |
| July 31, 2022 | 97.32% |
| June 30, 2022 | 97.32% |
| May 31, 2022 | 97.32% |
| April 30, 2022 | 97.32% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.32% |
| February 28, 2022 | 97.32% |
| January 31, 2022 | 97.32% |
| December 31, 2021 | 97.32% |
| November 30, 2021 | 97.32% |
| October 31, 2021 | 97.32% |
| September 30, 2021 | 97.32% |
| August 31, 2021 | 97.32% |
| July 31, 2021 | 97.32% |
| June 30, 2021 | 97.32% |
| May 31, 2021 | 97.32% |
| April 30, 2021 | 97.32% |
| March 31, 2021 | 97.32% |
| February 28, 2021 | 97.32% |
| January 31, 2021 | 97.32% |
| December 31, 2020 | 97.32% |
| November 30, 2020 | 97.32% |
| October 31, 2020 | 97.32% |
| September 30, 2020 | 97.32% |
| August 31, 2020 | 97.32% |
| July 31, 2020 | 97.32% |
| June 30, 2020 | 97.32% |
| May 31, 2020 | 97.32% |
| April 30, 2020 | 97.32% |
| March 31, 2020 | 97.32% |
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
97.30%
Minimum
May 2019
99.24%
Maximum
Apr 2024
97.67%
Average
97.32%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Eagle Pharmaceuticals Inc | 93.70% |
| Marinus Pharmaceuticals Inc | 94.98% |
| NovaBay Pharmaceuticals Inc | 99.91% |
| Palatin Technologies Inc | 96.46% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -72.21 |
| Beta (5Y) | 1.928 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.96% |
| Historical Sharpe Ratio (5Y) | -0.5231 |
| Historical Sortino (5Y) | -1.005 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.34% |