Aptorum Group Ltd (APM)
5.45
+0.57
(+11.68%)
USD |
NASDAQ |
Apr 30, 16:00
5.39
-0.06
(-1.10%)
After-Hours: 20:00
Aptorum Group Max Drawdown (5Y): 99.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.57% |
| March 31, 2024 | 99.57% |
| February 29, 2024 | 99.57% |
| January 31, 2024 | 99.55% |
| December 31, 2023 | 99.55% |
| November 30, 2023 | 99.55% |
| October 31, 2023 | 99.48% |
| September 30, 2023 | 99.46% |
| August 31, 2023 | 99.46% |
| July 31, 2023 | 99.39% |
| June 30, 2023 | 99.29% |
| May 31, 2023 | 99.29% |
| April 30, 2023 | 99.29% |
| March 31, 2023 | 99.28% |
| February 28, 2023 | 99.00% |
| January 31, 2023 | 98.70% |
| December 31, 2022 | 98.70% |
| November 30, 2022 | 98.37% |
| October 31, 2022 | 98.18% |
| September 30, 2022 | 97.08% |
| August 31, 2022 | 97.08% |
| July 31, 2022 | 97.08% |
| June 30, 2022 | 97.08% |
| May 31, 2022 | 97.08% |
| April 30, 2022 | 96.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.25% |
| February 28, 2022 | 96.25% |
| January 31, 2022 | 96.25% |
| December 31, 2021 | 96.25% |
| November 30, 2021 | 96.25% |
| October 31, 2021 | 96.25% |
| September 30, 2021 | 96.25% |
| August 31, 2021 | 96.25% |
| July 31, 2021 | 96.25% |
| June 30, 2021 | 96.25% |
| May 31, 2021 | 96.25% |
| April 30, 2021 | 96.25% |
| March 31, 2021 | 96.25% |
| February 28, 2021 | 96.25% |
| January 31, 2021 | 96.25% |
| December 31, 2020 | 96.25% |
| November 30, 2020 | 96.25% |
| October 31, 2020 | 96.25% |
| September 30, 2020 | 96.25% |
| August 31, 2020 | 93.76% |
| July 31, 2020 | 93.67% |
| June 30, 2020 | 93.67% |
| May 31, 2020 | 93.67% |
| April 30, 2020 | 93.67% |
| March 31, 2020 | 93.67% |
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
17.76%
Minimum
May 2019
99.57%
Maximum
Feb 2024
89.22%
Average
96.25%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| TC BioPharm (Holdings) PLC | -- |
| Renalytix PLC | -- |
| Immuron Ltd | 92.60% |
| Adaptimmune Therapeutics PLC | 96.57% |
| Biodexa Pharmaceuticals Plc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.65 |
| Beta (5Y) | 0.6856 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 215.3% |
| Historical Sharpe Ratio (5Y) | -0.2323 |
| Historical Sortino (5Y) | -0.8966 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.66% |