VYNE Therapeutics Inc (VYNE)
2.62
+0.12
(+4.80%)
USD |
NASDAQ |
May 03, 16:00
2.64
+0.02
(+0.76%)
After-Hours: 20:00
VYNE Therapeutics Max Drawdown (5Y): 99.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.92% |
| March 31, 2024 | 99.92% |
| February 29, 2024 | 99.92% |
| January 31, 2024 | 99.92% |
| December 31, 2023 | 99.92% |
| November 30, 2023 | 99.92% |
| October 31, 2023 | 99.92% |
| September 30, 2023 | 99.92% |
| August 31, 2023 | 99.92% |
| July 31, 2023 | 99.92% |
| June 30, 2023 | 99.92% |
| May 31, 2023 | 99.92% |
| April 30, 2023 | 99.92% |
| March 31, 2023 | 99.92% |
| February 28, 2023 | 99.92% |
| January 31, 2023 | 99.92% |
| December 31, 2022 | 99.92% |
| November 30, 2022 | 99.85% |
| October 31, 2022 | 99.85% |
| September 30, 2022 | 99.85% |
| August 31, 2022 | 99.81% |
| July 31, 2022 | 99.75% |
| June 30, 2022 | 99.75% |
| May 31, 2022 | 99.75% |
| April 30, 2022 | 99.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.67% |
| February 28, 2022 | 99.67% |
| January 31, 2022 | 99.64% |
| December 31, 2021 | 99.40% |
| November 30, 2021 | 99.34% |
| October 31, 2021 | 99.27% |
| September 30, 2021 | 99.08% |
| August 31, 2021 | 99.07% |
| July 31, 2021 | 98.22% |
| June 30, 2021 | 97.86% |
| May 31, 2021 | 97.86% |
| April 30, 2021 | 97.28% |
| March 31, 2021 | 97.28% |
| February 28, 2021 | 97.28% |
| January 31, 2021 | 97.28% |
| December 31, 2020 | 97.28% |
| November 30, 2020 | 97.28% |
| October 31, 2020 | 97.28% |
| September 30, 2020 | 97.28% |
| August 31, 2020 | 97.28% |
| July 31, 2020 | 97.28% |
| June 30, 2020 | 97.28% |
| May 31, 2020 | 97.28% |
| April 30, 2020 | 97.28% |
| March 31, 2020 | 94.24% |
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
89.98%
Minimum
May 2019
99.92%
Maximum
Dec 2022
97.64%
Average
99.30%
Median
Max Drawdown (5Y) Benchmarks
| Viking Therapeutics Inc | 89.26% |
| AN2 Therapeutics Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.91% |
| Palatin Technologies Inc | 96.46% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -81.66 |
| Beta (5Y) | 1.263 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 113.2% |
| Historical Sharpe Ratio (5Y) | -0.5969 |
| Historical Sortino (5Y) | -1.438 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.30% |