Soligenix Inc (SNGX)
3.33
-0.03
(-0.89%)
USD |
NASDAQ |
Nov 22, 13:38
Soligenix Max Drawdown (5Y): 99.75% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 99.75% |
September 30, 2024 | 99.75% |
August 31, 2024 | 99.75% |
July 31, 2024 | 99.75% |
June 30, 2024 | 99.68% |
May 31, 2024 | 99.37% |
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% |
Date | Value |
---|---|
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% |
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% |
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
97.32%
Minimum
Nov 2019
99.75%
Maximum
Jul 2024
97.90%
Average
97.32%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -81.92 |
Beta (5Y) | 1.846 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 101.1% |
Historical Sharpe Ratio (5Y) | -0.5747 |
Historical Sortino (5Y) | -1.097 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 47.16% |