Artelo Biosciences Inc (ARTL)
1.30
-0.08
(-5.49%)
USD |
NASDAQ |
May 01, 16:00
1.28
-0.02
(-1.54%)
After-Hours: 20:00
Artelo Biosciences Max Drawdown (5Y): 99.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.24% |
March 31, 2024 | 99.24% |
February 29, 2024 | 99.24% |
January 31, 2024 | 99.24% |
December 31, 2023 | 99.24% |
November 30, 2023 | 99.24% |
October 31, 2023 | 99.21% |
September 30, 2023 | 99.20% |
August 31, 2023 | 99.20% |
July 31, 2023 | 99.20% |
June 30, 2023 | 99.20% |
May 31, 2023 | 99.20% |
April 30, 2023 | 99.20% |
March 31, 2023 | 99.20% |
February 28, 2023 | 99.20% |
January 31, 2023 | 99.20% |
December 31, 2022 | 99.20% |
November 30, 2022 | 99.20% |
October 31, 2022 | 99.15% |
September 30, 2022 | 99.02% |
August 31, 2022 | 98.85% |
July 31, 2022 | 98.60% |
June 30, 2022 | 98.58% |
May 31, 2022 | 98.58% |
April 30, 2022 | 98.30% |
Date | Value |
---|---|
March 31, 2022 | 98.29% |
February 28, 2022 | 98.29% |
January 31, 2022 | 98.29% |
December 31, 2021 | 97.88% |
November 30, 2021 | 97.88% |
October 31, 2021 | 97.88% |
September 30, 2021 | 97.88% |
August 31, 2021 | 97.88% |
July 31, 2021 | 97.88% |
June 30, 2021 | 97.88% |
May 31, 2021 | 97.88% |
April 30, 2021 | 97.88% |
March 31, 2021 | 97.88% |
February 28, 2021 | 97.88% |
January 31, 2021 | 97.88% |
December 31, 2020 | 97.88% |
November 30, 2020 | 97.88% |
October 31, 2020 | 97.88% |
September 30, 2020 | 96.94% |
August 31, 2020 | 96.94% |
July 31, 2020 | 96.94% |
June 30, 2020 | 96.94% |
May 31, 2020 | 96.94% |
April 30, 2020 | 96.94% |
March 31, 2020 | 96.94% |
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
68.52%
Minimum
May 2019
99.24%
Maximum
Nov 2023
96.60%
Average
97.88%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Johnson & Johnson | 27.36% |
NovaBay Pharmaceuticals Inc | 99.91% |
Palatin Technologies Inc | 96.46% |
iBio Inc | 99.97% |
Theriva Biologics Inc | 99.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -75.16 |
Beta (5Y) | 1.189 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.79% |
Historical Sharpe Ratio (5Y) | -0.7052 |
Historical Sortino (5Y) | -1.375 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.67% |