TherapeuticsMD Inc (TXMD)
1.45
-0.05
(-3.15%)
USD |
NASDAQ |
Nov 14, 16:00
1.45
0.00 (0.00%)
After-Hours: 20:00
TherapeuticsMD Max Drawdown (5Y): 99.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.44% |
| September 30, 2024 | 99.44% |
| August 31, 2024 | 99.44% |
| July 31, 2024 | 99.44% |
| June 30, 2024 | 99.44% |
| May 31, 2024 | 99.44% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
96.37%
Average
98.36%
Median
Max Drawdown (5Y) Benchmarks
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
| Oragenics Inc | 99.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -76.05 |
| Beta (5Y) | 1.141 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 136.6% |
| Historical Sharpe Ratio (5Y) | -0.4488 |
| Historical Sortino (5Y) | -1.205 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.28% |