Alterity Therapeutics Ltd (ATHE)
2.06
+0.05
(+2.49%)
USD |
NASDAQ |
May 07, 13:25
Alterity Therapeutics Max Drawdown (5Y): 95.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.96% |
March 31, 2024 | 95.96% |
February 29, 2024 | 95.96% |
January 31, 2024 | 95.96% |
December 31, 2023 | 95.96% |
November 30, 2023 | 95.96% |
October 31, 2023 | 97.66% |
September 30, 2023 | 98.37% |
August 31, 2023 | 98.37% |
July 31, 2023 | 98.37% |
June 30, 2023 | 98.37% |
May 31, 2023 | 98.37% |
April 30, 2023 | 98.37% |
March 31, 2023 | 98.37% |
February 28, 2023 | 98.37% |
January 31, 2023 | 98.37% |
December 31, 2022 | 98.37% |
November 30, 2022 | 98.37% |
October 31, 2022 | 98.37% |
September 30, 2022 | 98.37% |
August 31, 2022 | 98.37% |
July 31, 2022 | 98.37% |
June 30, 2022 | 98.37% |
May 31, 2022 | 98.37% |
April 30, 2022 | 98.37% |
Date | Value |
---|---|
March 31, 2022 | 98.37% |
February 28, 2022 | 98.37% |
January 31, 2022 | 98.37% |
December 31, 2021 | 98.37% |
November 30, 2021 | 98.37% |
October 31, 2021 | 98.37% |
September 30, 2021 | 98.37% |
August 31, 2021 | 98.37% |
July 31, 2021 | 98.37% |
June 30, 2021 | 98.37% |
May 31, 2021 | 98.37% |
April 30, 2021 | 98.37% |
March 31, 2021 | 98.37% |
February 28, 2021 | 98.37% |
January 31, 2021 | 98.37% |
December 31, 2020 | 98.37% |
November 30, 2020 | 98.37% |
October 31, 2020 | 98.37% |
September 30, 2020 | 98.37% |
August 31, 2020 | 98.37% |
July 31, 2020 | 98.37% |
June 30, 2020 | 98.37% |
May 31, 2020 | 98.37% |
April 30, 2020 | 98.37% |
March 31, 2020 | 98.37% |
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
95.96%
Minimum
Nov 2023
98.37%
Maximum
May 2019
98.11%
Average
98.37%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Kazia Therapeutics Ltd | 98.63% |
Immutep Ltd | 93.55% |
Opthea Ltd | 92.46% |
Mesoblast Ltd | 95.66% |
Immuron Ltd | 92.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -46.77 |
Beta (5Y) | 0.9294 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.72% |
Historical Sharpe Ratio (5Y) | -0.3765 |
Historical Sortino (5Y) | -1.122 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.97% |