Allergy Therapeutics PLC (AGYTF)
0.02
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Allergy Therapeutics Max Drawdown (5Y): 99.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.98% |
March 31, 2024 | 99.98% |
February 29, 2024 | 99.98% |
January 31, 2024 | 99.98% |
December 31, 2023 | 99.98% |
November 30, 2023 | 99.98% |
October 31, 2023 | 99.98% |
September 30, 2023 | 99.98% |
August 31, 2023 | 99.98% |
July 31, 2023 | 99.98% |
June 30, 2023 | 99.98% |
May 31, 2023 | 99.98% |
April 30, 2023 | 99.98% |
March 31, 2023 | 99.98% |
February 28, 2023 | 99.98% |
January 31, 2023 | 99.98% |
December 31, 2022 | 99.98% |
November 30, 2022 | 99.98% |
October 31, 2022 | 99.98% |
September 30, 2022 | 99.98% |
August 31, 2022 | 99.98% |
July 31, 2022 | 99.98% |
June 30, 2022 | 99.98% |
May 31, 2022 | 99.98% |
April 30, 2022 | 99.98% |
Date | Value |
---|---|
March 31, 2022 | 99.98% |
February 28, 2022 | 99.98% |
January 31, 2022 | 99.98% |
December 31, 2021 | 99.98% |
November 30, 2021 | 99.98% |
October 31, 2021 | 99.98% |
September 30, 2021 | 99.98% |
August 31, 2021 | 99.98% |
July 31, 2021 | 99.98% |
June 30, 2021 | 99.98% |
May 31, 2021 | 99.98% |
April 30, 2021 | 99.98% |
March 31, 2021 | 99.98% |
February 28, 2021 | 99.98% |
January 31, 2021 | 99.98% |
December 31, 2020 | 99.98% |
November 30, 2020 | 99.98% |
October 31, 2020 | 99.98% |
September 30, 2020 | 79.75% |
August 31, 2020 | 79.75% |
July 31, 2020 | 79.75% |
June 30, 2020 | 79.75% |
May 31, 2020 | 79.75% |
April 30, 2020 | 79.75% |
March 31, 2020 | 79.75% |
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
60.25%
Minimum
May 2019
99.98%
Maximum
Oct 2020
91.14%
Average
99.98%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Adaptimmune Therapeutics PLC | 96.57% |
Biodexa Pharmaceuticals Plc | 100.00% |
Verona Pharma PLC | 89.71% |
NuCana PLC | 98.68% |
Autolus Therapeutics PLC | 96.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5817.44 |
Beta (5Y) | 518.72 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.88K% |
Historical Sharpe Ratio (5Y) | -0.0009 |
Historical Sortino (5Y) | -0.3886 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 94.29% |