Lightwave Logic Inc (LWLG)
4.11
+0.15
(+3.79%)
USD |
NASDAQ |
May 03, 16:00
4.105
0.00 (0.00%)
After-Hours: 20:00
Lightwave Logic Max Drawdown (5Y): 81.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.44% |
March 31, 2024 | 80.06% |
February 29, 2024 | 80.06% |
January 31, 2024 | 80.06% |
December 31, 2023 | 79.81% |
November 30, 2023 | 79.81% |
October 31, 2023 | 79.81% |
September 30, 2023 | 79.81% |
August 31, 2023 | 79.81% |
July 31, 2023 | 79.81% |
June 30, 2023 | 79.81% |
May 31, 2023 | 79.81% |
April 30, 2023 | 79.45% |
March 31, 2023 | 79.45% |
February 28, 2023 | 79.45% |
January 31, 2023 | 79.45% |
December 31, 2022 | 79.45% |
November 30, 2022 | 72.13% |
October 31, 2022 | 72.13% |
September 30, 2022 | 72.13% |
August 31, 2022 | 72.13% |
July 31, 2022 | 72.13% |
June 30, 2022 | 72.13% |
May 31, 2022 | 72.13% |
April 30, 2022 | 72.13% |
Date | Value |
---|---|
March 31, 2022 | 72.13% |
February 28, 2022 | 72.13% |
January 31, 2022 | 72.13% |
December 31, 2021 | 72.13% |
November 30, 2021 | 72.13% |
October 31, 2021 | 72.13% |
September 30, 2021 | 75.64% |
August 31, 2021 | 79.79% |
July 31, 2021 | 79.79% |
June 30, 2021 | 79.79% |
May 31, 2021 | 79.79% |
April 30, 2021 | 79.79% |
March 31, 2021 | 79.79% |
February 28, 2021 | 81.88% |
January 31, 2021 | 81.88% |
December 31, 2020 | 81.88% |
November 30, 2020 | 81.88% |
October 31, 2020 | 84.67% |
September 30, 2020 | 84.67% |
August 31, 2020 | 84.67% |
July 31, 2020 | 84.67% |
June 30, 2020 | 84.67% |
May 31, 2020 | 84.67% |
April 30, 2020 | 84.67% |
March 31, 2020 | 84.67% |
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
72.13%
Minimum
Oct 2021
84.67%
Maximum
May 2019
79.55%
Average
79.81%
Median
May 2023
Max Drawdown (5Y) Benchmarks
Worthington Steel Inc | -- |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.906 |
Beta (5Y) | 2.101 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 206.2% |
Historical Sharpe Ratio (5Y) | 0.1471 |
Historical Sortino (5Y) | 0.6951 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |