Theriva Biologics Inc (TOVX)

1.14 -0.01 (-0.87%) USD  |  NYAM  |  Dec 20, 16:00
1.21 +0.07 (+6.14%) After-Hours: 20:00
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Theriva Biologics Max Drawdown (5Y): 99.81% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Merck & Co Inc 27.26%
Pro-Dex Inc 69.11%
NovaBay Pharmaceuticals Inc 99.98%
Palatin Technologies Inc 97.38%
iBio Inc 99.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -77.36
Beta (5Y) 1.329
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 103.8%
Historical Sharpe Ratio (5Y) -0.5746
Historical Sortino (5Y) -1.277
Monthly Value at Risk (VaR) 5% (5Y Lookback) 37.50%