Corvus Pharmaceuticals Inc (CRVS)
2.07
-0.05
(-2.36%)
USD |
NASDAQ |
Jun 14, 14:29
Corvus Pharmaceuticals Max Drawdown (5Y): 95.28% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 95.28% |
April 30, 2024 | 95.28% |
March 31, 2024 | 95.28% |
February 29, 2024 | 95.28% |
January 31, 2024 | 95.28% |
December 31, 2023 | 95.28% |
November 30, 2023 | 95.28% |
October 31, 2023 | 95.28% |
September 30, 2023 | 95.28% |
August 31, 2023 | 95.28% |
July 31, 2023 | 95.28% |
June 30, 2023 | 95.28% |
May 31, 2023 | 95.28% |
April 30, 2023 | 95.28% |
March 31, 2023 | 95.28% |
February 28, 2023 | 94.95% |
January 31, 2023 | 94.95% |
December 31, 2022 | 94.95% |
November 30, 2022 | 94.95% |
October 31, 2022 | 94.95% |
September 30, 2022 | 94.95% |
August 31, 2022 | 94.95% |
July 31, 2022 | 94.95% |
June 30, 2022 | 94.95% |
May 31, 2022 | 94.39% |
Date | Value |
---|---|
April 30, 2022 | 92.40% |
March 31, 2022 | 92.20% |
February 28, 2022 | 92.20% |
January 31, 2022 | 92.20% |
December 31, 2021 | 91.86% |
November 30, 2021 | 91.86% |
October 31, 2021 | 91.86% |
September 30, 2021 | 91.86% |
August 31, 2021 | 91.86% |
July 31, 2021 | 91.86% |
June 30, 2021 | 91.86% |
May 31, 2021 | 91.86% |
April 30, 2021 | 91.86% |
March 31, 2021 | 91.86% |
February 28, 2021 | 91.86% |
January 31, 2021 | 91.86% |
December 31, 2020 | 91.86% |
November 30, 2020 | 91.86% |
October 31, 2020 | 91.86% |
September 30, 2020 | 91.86% |
August 31, 2020 | 91.86% |
July 31, 2020 | 91.86% |
June 30, 2020 | 91.86% |
May 31, 2020 | 91.86% |
April 30, 2020 | 91.86% |
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
84.60%
Minimum
Jun 2019
95.28%
Maximum
Mar 2023
92.46%
Average
91.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cyclacel Pharmaceuticals Inc | 99.50% |
Enanta Pharmaceuticals Inc | 92.26% |
Oragenics Inc | 98.92% |
Nanoviricides Inc | 97.68% |
MAIA Biotechnology Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.77 |
Beta (5Y) | 1.104 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 138.4% |
Historical Sharpe Ratio (5Y) | -0.0913 |
Historical Sortino (5Y) | -0.3207 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.82% |