TherapeuticsMD Inc (TXMD)
1.885
0.00 (0.00%)
USD |
NASDAQ |
May 01, 16:00
1.865
-0.02
(-1.06%)
After-Hours: 20:00
TherapeuticsMD Max Drawdown (5Y): 99.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.44% |
| March 31, 2024 | 99.44% |
| February 29, 2024 | 99.44% |
| January 31, 2024 | 99.44% |
| December 31, 2023 | 99.44% |
| November 30, 2023 | 99.44% |
| October 31, 2023 | 99.44% |
| September 30, 2023 | 99.44% |
| August 31, 2023 | 99.44% |
| July 31, 2023 | 99.44% |
| June 30, 2023 | 99.44% |
| May 31, 2023 | 99.44% |
| April 30, 2023 | 99.44% |
| March 31, 2023 | 99.44% |
| February 28, 2023 | 99.44% |
| January 31, 2023 | 99.44% |
| December 31, 2022 | 99.44% |
| November 30, 2022 | 99.44% |
| October 31, 2022 | 99.44% |
| September 30, 2022 | 99.44% |
| August 31, 2022 | 99.44% |
| July 31, 2022 | 99.44% |
| June 30, 2022 | 99.44% |
| May 31, 2022 | 99.44% |
| April 30, 2022 | 97.28% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.25% |
| February 28, 2022 | 97.25% |
| January 31, 2022 | 96.61% |
| December 31, 2021 | 95.61% |
| November 30, 2021 | 93.88% |
| October 31, 2021 | 92.10% |
| September 30, 2021 | 92.10% |
| August 31, 2021 | 92.10% |
| July 31, 2021 | 92.10% |
| June 30, 2021 | 92.10% |
| May 31, 2021 | 92.10% |
| April 30, 2021 | 92.10% |
| March 31, 2021 | 92.10% |
| February 28, 2021 | 92.10% |
| January 31, 2021 | 92.10% |
| December 31, 2020 | 92.10% |
| November 30, 2020 | 92.10% |
| October 31, 2020 | 92.10% |
| September 30, 2020 | 92.10% |
| August 31, 2020 | 92.10% |
| July 31, 2020 | 92.10% |
| June 30, 2020 | 92.10% |
| May 31, 2020 | 92.10% |
| April 30, 2020 | 92.10% |
| March 31, 2020 | 91.14% |
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
91.14%
Minimum
Mar 2020
99.44%
Maximum
May 2022
96.18%
Average
97.26%
Median
Max Drawdown (5Y) Benchmarks
| NovaBay Pharmaceuticals Inc | 99.91% |
| Palatin Technologies Inc | 96.46% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
| Oragenics Inc | 98.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -75.21 |
| Beta (5Y) | 1.070 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 138.3% |
| Historical Sharpe Ratio (5Y) | -0.4576 |
| Historical Sortino (5Y) | -1.253 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.28% |