Agenus Inc (AGEN)
12.95
-0.12
(-0.92%)
USD |
NASDAQ |
May 06, 16:00
13.50
+0.55
(+4.25%)
After-Hours: 20:00
Agenus Max Drawdown (5Y): 96.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.18% |
| March 31, 2024 | 91.85% |
| February 29, 2024 | 91.34% |
| January 31, 2024 | 91.34% |
| December 31, 2023 | 90.34% |
| November 30, 2023 | 90.34% |
| October 31, 2023 | 88.40% |
| September 30, 2023 | 82.78% |
| August 31, 2023 | 80.78% |
| July 31, 2023 | 83.74% |
| June 30, 2023 | 83.74% |
| May 31, 2023 | 83.74% |
| April 30, 2023 | 83.74% |
| March 31, 2023 | 83.74% |
| February 28, 2023 | 83.74% |
| January 31, 2023 | 83.74% |
| December 31, 2022 | 83.74% |
| November 30, 2022 | 83.74% |
| October 31, 2022 | 83.74% |
| September 30, 2022 | 83.74% |
| August 31, 2022 | 83.74% |
| July 31, 2022 | 83.74% |
| June 30, 2022 | 83.74% |
| May 31, 2022 | 83.74% |
| April 30, 2022 | 83.74% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.74% |
| February 28, 2022 | 83.74% |
| January 31, 2022 | 83.74% |
| December 31, 2021 | 83.74% |
| November 30, 2021 | 83.74% |
| October 31, 2021 | 83.74% |
| September 30, 2021 | 83.74% |
| August 31, 2021 | 83.74% |
| July 31, 2021 | 83.74% |
| June 30, 2021 | 83.74% |
| May 31, 2021 | 83.74% |
| April 30, 2021 | 83.74% |
| March 31, 2021 | 83.74% |
| February 28, 2021 | 83.74% |
| January 31, 2021 | 83.74% |
| December 31, 2020 | 83.74% |
| November 30, 2020 | 83.74% |
| October 31, 2020 | 83.74% |
| September 30, 2020 | 83.74% |
| August 31, 2020 | 83.74% |
| July 31, 2020 | 83.74% |
| June 30, 2020 | 83.74% |
| May 31, 2020 | 83.74% |
| April 30, 2020 | 83.74% |
| March 31, 2020 | 83.74% |
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
80.78%
Minimum
Aug 2023
96.18%
Maximum
Apr 2024
84.57%
Average
83.74%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Protalix BioTherapeutics Inc | 94.35% |
| InfuSystems Holdings Inc | 71.55% |
| PAVmed Inc | 98.81% |
| Allogene Therapeutics Inc | 95.78% |
| Pfizer Inc | 54.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.81 |
| Beta (5Y) | 1.253 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.38% |
| Historical Sharpe Ratio (5Y) | -0.33 |
| Historical Sortino (5Y) | -0.7399 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.26% |