Aurinia Pharmaceuticals Inc (AUPH)
5.075
-0.02
(-0.49%)
USD |
NASDAQ |
May 06, 11:49
Aurinia Pharmaceuticals Max Drawdown (5Y): 87.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 87.58% |
| March 31, 2024 | 87.58% |
| February 29, 2024 | 87.58% |
| January 31, 2024 | 87.58% |
| December 31, 2023 | 87.58% |
| November 30, 2023 | 87.58% |
| October 31, 2023 | 87.58% |
| September 30, 2023 | 87.58% |
| August 31, 2023 | 87.58% |
| July 31, 2023 | 87.58% |
| June 30, 2023 | 87.58% |
| May 31, 2023 | 96.10% |
| April 30, 2023 | 96.10% |
| March 31, 2023 | 96.10% |
| February 28, 2023 | 96.16% |
| January 31, 2023 | 96.19% |
| December 31, 2022 | 96.25% |
| November 30, 2022 | 96.41% |
| October 31, 2022 | 96.41% |
| September 30, 2022 | 96.77% |
| August 31, 2022 | 96.88% |
| July 31, 2022 | 96.88% |
| June 30, 2022 | 97.45% |
| May 31, 2022 | 97.62% |
| April 30, 2022 | 97.62% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.62% |
| February 28, 2022 | 97.62% |
| January 31, 2022 | 97.62% |
| December 31, 2021 | 97.77% |
| November 30, 2021 | 98.68% |
| October 31, 2021 | 99.26% |
| September 30, 2021 | 99.29% |
| August 31, 2021 | 99.32% |
| July 31, 2021 | 99.32% |
| June 30, 2021 | 99.48% |
| May 31, 2021 | 99.53% |
| April 30, 2021 | 99.53% |
| March 31, 2021 | 99.53% |
| February 28, 2021 | 99.53% |
| January 31, 2021 | 99.53% |
| December 31, 2020 | 99.58% |
| November 30, 2020 | 99.65% |
| October 31, 2020 | 99.71% |
| September 30, 2020 | 99.71% |
| August 31, 2020 | 99.71% |
| July 31, 2020 | 99.71% |
| June 30, 2020 | 99.71% |
| May 31, 2020 | 99.71% |
| April 30, 2020 | 99.71% |
| March 31, 2020 | 99.71% |
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
87.58%
Minimum
Jun 2023
99.73%
Maximum
May 2019
96.57%
Average
98.97%
Median
Max Drawdown (5Y) Benchmarks
| Lexaria Bioscience Corp | 98.90% |
| Acasti Pharma Inc | 98.73% |
| Edesa Biotech Inc | 99.58% |
| Xenon Pharmaceuticals Inc | 64.74% |
| ESSA Pharma Inc | 99.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.95 |
| Beta (5Y) | 1.358 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 123.4% |
| Historical Sharpe Ratio (5Y) | -0.0472 |
| Historical Sortino (5Y) | -0.1604 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.35% |