Allakos Inc (ALLK)
1.19
0.00 (0.00%)
USD |
NASDAQ |
May 15, 14:57
Allakos Max Drawdown (5Y): 99.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.34% |
| March 31, 2024 | 99.34% |
| February 29, 2024 | 99.34% |
| January 31, 2024 | 99.34% |
| December 31, 2023 | 98.88% |
| November 30, 2023 | 98.88% |
| October 31, 2023 | 98.85% |
| September 30, 2023 | 98.61% |
| August 31, 2023 | 98.31% |
| July 31, 2023 | 98.31% |
| June 30, 2023 | 98.31% |
| May 31, 2023 | 98.31% |
| April 30, 2023 | 98.31% |
| March 31, 2023 | 98.31% |
| February 28, 2023 | 98.31% |
| January 31, 2023 | 98.31% |
| December 31, 2022 | 98.31% |
| November 30, 2022 | 98.31% |
| October 31, 2022 | 98.31% |
| September 30, 2022 | 98.31% |
| August 31, 2022 | 98.31% |
| July 31, 2022 | 98.31% |
| June 30, 2022 | 98.31% |
| May 31, 2022 | 98.29% |
| April 30, 2022 | 97.55% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.69% |
| February 28, 2022 | 96.46% |
| January 31, 2022 | 95.97% |
| December 31, 2021 | 94.44% |
| November 30, 2021 | 68.02% |
| October 31, 2021 | 68.02% |
| September 30, 2021 | 68.02% |
| August 31, 2021 | 68.02% |
| July 31, 2021 | 68.02% |
| June 30, 2021 | 68.02% |
| May 31, 2021 | 68.02% |
| April 30, 2021 | 68.02% |
| March 31, 2021 | 68.02% |
| February 28, 2021 | 68.02% |
| January 31, 2021 | 68.02% |
| December 31, 2020 | 68.02% |
| November 30, 2020 | 68.02% |
| October 31, 2020 | 68.02% |
| September 30, 2020 | 68.02% |
| August 31, 2020 | 68.02% |
| July 31, 2020 | 68.02% |
| June 30, 2020 | 68.02% |
| May 31, 2020 | 68.02% |
| April 30, 2020 | 68.02% |
| March 31, 2020 | 67.70% |
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
46.07%
Minimum
May 2019
99.34%
Maximum
Apr 2024
79.58%
Average
68.02%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Tonix Pharmaceuticals Holding Corp | 100.00% |
| RAPT Therapeutics Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.91% |
| Palatin Technologies Inc | 96.46% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -63.17 |
| Beta (5Y) | 0.8614 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.9% |
| Historical Sharpe Ratio (5Y) | -0.4788 |
| Historical Sortino (5Y) | -0.8629 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.86% |