Vaccinex Inc (VCNX)
6.00
+0.06
(+1.01%)
USD |
NASDAQ |
May 01, 16:00
7.75
+1.75
(+29.17%)
After-Hours: 07:50
Vaccinex Max Drawdown (5Y): 99.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.73% |
March 31, 2024 | 99.58% |
February 29, 2024 | 99.57% |
January 31, 2024 | 99.57% |
December 31, 2023 | 99.57% |
November 30, 2023 | 99.41% |
October 31, 2023 | 99.35% |
September 30, 2023 | 99.11% |
August 31, 2023 | 97.57% |
July 31, 2023 | 97.05% |
June 30, 2023 | 97.05% |
May 31, 2023 | 97.05% |
April 30, 2023 | 97.05% |
March 31, 2023 | 96.68% |
February 28, 2023 | 96.18% |
January 31, 2023 | 96.18% |
December 31, 2022 | 96.18% |
November 30, 2022 | 96.18% |
October 31, 2022 | 95.91% |
September 30, 2022 | 95.91% |
August 31, 2022 | 92.55% |
July 31, 2022 | 92.14% |
June 30, 2022 | 92.14% |
May 31, 2022 | 92.14% |
April 30, 2022 | 92.14% |
Date | Value |
---|---|
March 31, 2022 | 92.14% |
February 28, 2022 | 92.14% |
January 31, 2022 | 92.14% |
December 31, 2021 | 91.07% |
November 30, 2021 | 86.51% |
October 31, 2021 | 85.74% |
September 30, 2021 | 85.74% |
August 31, 2021 | 85.74% |
July 31, 2021 | 85.74% |
June 30, 2021 | 85.74% |
May 31, 2021 | 85.74% |
April 30, 2021 | 85.74% |
March 31, 2021 | 85.74% |
February 28, 2021 | 85.74% |
January 31, 2021 | 85.74% |
December 31, 2020 | 85.74% |
November 30, 2020 | 85.74% |
October 31, 2020 | 85.74% |
September 30, 2020 | 84.97% |
August 31, 2020 | 71.82% |
July 31, 2020 | 71.82% |
June 30, 2020 | 71.82% |
May 31, 2020 | 69.61% |
April 30, 2020 | 69.61% |
March 31, 2020 | 68.69% |
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
68.69%
Minimum
May 2019
99.73%
Maximum
Apr 2024
86.33%
Average
86.13%
Median
Max Drawdown (5Y) Benchmarks
Emergent BioSolutions Inc | 98.89% |
Avinger Inc | 100.00% |
RAPT Therapeutics Inc | -- |
NovaBay Pharmaceuticals Inc | 99.91% |
Palatin Technologies Inc | 96.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -76.23 |
Beta (5Y) | 0.7355 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.45% |
Historical Sharpe Ratio (5Y) | -0.7779 |
Historical Sortino (5Y) | -1.350 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.23% |