Trevena Inc (TRVN)
1.69
-0.06
(-3.43%)
USD |
OTCM |
Nov 04, 16:00
Trevena Max Drawdown (5Y): 99.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.93% |
| September 30, 2024 | 99.82% |
| August 31, 2024 | 99.82% |
| July 31, 2024 | 99.75% |
| June 30, 2024 | 99.74% |
| May 31, 2024 | 99.57% |
| April 30, 2024 | 99.57% |
| March 31, 2024 | 99.47% |
| February 29, 2024 | 99.36% |
| January 31, 2024 | 99.36% |
| December 31, 2023 | 99.36% |
| November 30, 2023 | 99.36% |
| October 31, 2023 | 99.36% |
| September 30, 2023 | 99.30% |
| August 31, 2023 | 99.30% |
| July 31, 2023 | 99.30% |
| June 30, 2023 | 99.30% |
| May 31, 2023 | 99.30% |
| April 30, 2023 | 99.28% |
| March 31, 2023 | 99.23% |
| February 28, 2023 | 98.82% |
| January 31, 2023 | 98.49% |
| December 31, 2022 | 98.49% |
| November 30, 2022 | 97.15% |
| October 31, 2022 | 97.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.08% |
| August 31, 2022 | 97.08% |
| July 31, 2022 | 97.08% |
| June 30, 2022 | 97.08% |
| May 31, 2022 | 97.08% |
| April 30, 2022 | 97.08% |
| March 31, 2022 | 97.08% |
| February 28, 2022 | 97.08% |
| January 31, 2022 | 97.08% |
| December 31, 2021 | 97.08% |
| November 30, 2021 | 97.08% |
| October 31, 2021 | 97.08% |
| September 30, 2021 | 97.08% |
| August 31, 2021 | 97.08% |
| July 31, 2021 | 97.08% |
| June 30, 2021 | 97.08% |
| May 31, 2021 | 97.08% |
| April 30, 2021 | 97.08% |
| March 31, 2021 | 97.08% |
| February 28, 2021 | 97.08% |
| January 31, 2021 | 97.08% |
| December 31, 2020 | 97.08% |
| November 30, 2020 | 97.08% |
| October 31, 2020 | 97.08% |
| September 30, 2020 | 97.08% |
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
97.08%
Minimum
Nov 2019
99.93%
Maximum
Oct 2024
97.95%
Average
97.08%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Pfizer Inc | 54.78% |
| United Therapeutics Corp | 57.86% |
| Syndax Pharmaceuticals Inc | 61.18% |
| Arcus Biosciences Inc | 72.29% |
| NovaBay Pharmaceuticals Inc | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -84.49 |
| Beta (5Y) | 1.076 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.9% |
| Historical Sharpe Ratio (5Y) | -0.6542 |
| Historical Sortino (5Y) | -1.461 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.00% |