VBI Vaccines Inc (VBIVQ)
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OTCM |
Dec 04, 15:50
VBI Vaccines Max Drawdown (5Y): 100.00% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 100.00% |
| October 31, 2024 | 100.00% |
| September 30, 2024 | 99.99% |
| August 31, 2024 | 99.99% |
| July 31, 2024 | 99.93% |
| June 30, 2024 | 99.73% |
| May 31, 2024 | 99.73% |
| April 30, 2024 | 99.73% |
| March 31, 2024 | 99.73% |
| February 29, 2024 | 99.73% |
| January 31, 2024 | 99.73% |
| December 31, 2023 | 99.73% |
| November 30, 2023 | 99.73% |
| October 31, 2023 | 99.73% |
| September 30, 2023 | 99.67% |
| August 31, 2023 | 99.36% |
| July 31, 2023 | 99.36% |
| June 30, 2023 | 99.03% |
| May 31, 2023 | 98.71% |
| April 30, 2023 | 98.71% |
| March 31, 2023 | 97.06% |
| February 28, 2023 | 97.06% |
| January 31, 2023 | 97.06% |
| December 31, 2022 | 97.06% |
| November 30, 2022 | 97.06% |
| Date | Value |
|---|---|
| October 31, 2022 | 97.06% |
| September 30, 2022 | 97.06% |
| August 31, 2022 | 97.06% |
| July 31, 2022 | 97.06% |
| June 30, 2022 | 97.06% |
| May 31, 2022 | 97.06% |
| April 30, 2022 | 97.06% |
| March 31, 2022 | 97.06% |
| February 28, 2022 | 97.06% |
| January 31, 2022 | 97.06% |
| December 31, 2021 | 97.06% |
| November 30, 2021 | 97.06% |
| October 31, 2021 | 97.06% |
| September 30, 2021 | 97.06% |
| August 31, 2021 | 97.06% |
| July 31, 2021 | 97.06% |
| June 30, 2021 | 97.06% |
| May 31, 2021 | 97.06% |
| April 30, 2021 | 97.06% |
| March 31, 2021 | 97.06% |
| February 28, 2021 | 97.06% |
| January 31, 2021 | 97.06% |
| December 31, 2020 | 97.06% |
| November 30, 2020 | 97.06% |
| October 31, 2020 | 97.06% |
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
97.06%
Minimum
Dec 2019
100.00%
Maximum
Oct 2024
97.91%
Average
97.06%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
| Cantabio Pharmaceuticals Inc | 99.99% |
| Calithera Biosciences Inc | 100.00% |
| Q BioMed Inc | 100.0% |
| Affymax Inc | 99.91% |
| Scopus BioPharma Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -119.78 |
| Beta (5Y) | 2.148 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 115.5% |
| Historical Sharpe Ratio (5Y) | -0.7886 |
| Historical Sortino (5Y) | -1.112 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 68.21% |