Anavex Life Sciences Corp (AVXL)
3.85
+0.09
(+2.39%)
USD |
NASDAQ |
May 03, 16:00
3.835
-0.02
(-0.39%)
After-Hours: 20:00
Anavex Life Sciences Max Drawdown (5Y): 88.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.25% |
March 31, 2024 | 84.51% |
February 29, 2024 | 84.51% |
January 31, 2024 | 84.51% |
December 31, 2023 | 84.51% |
November 30, 2023 | 86.18% |
October 31, 2023 | 88.28% |
September 30, 2023 | 91.28% |
August 31, 2023 | 91.28% |
July 31, 2023 | 91.28% |
June 30, 2023 | 91.28% |
May 31, 2023 | 91.28% |
April 30, 2023 | 91.28% |
March 31, 2023 | 91.28% |
February 28, 2023 | 91.28% |
January 31, 2023 | 91.28% |
December 31, 2022 | 91.28% |
November 30, 2022 | 91.28% |
October 31, 2022 | 91.28% |
September 30, 2022 | 91.28% |
August 31, 2022 | 91.28% |
July 31, 2022 | 91.28% |
June 30, 2022 | 91.28% |
May 31, 2022 | 91.28% |
April 30, 2022 | 91.28% |
Date | Value |
---|---|
March 31, 2022 | 91.28% |
February 28, 2022 | 91.28% |
January 31, 2022 | 91.28% |
December 31, 2021 | 91.28% |
November 30, 2021 | 91.28% |
October 31, 2021 | 91.28% |
September 30, 2021 | 91.28% |
August 31, 2021 | 91.28% |
July 31, 2021 | 91.28% |
June 30, 2021 | 91.28% |
May 31, 2021 | 91.28% |
April 30, 2021 | 91.28% |
March 31, 2021 | 91.28% |
February 28, 2021 | 91.28% |
January 31, 2021 | 91.28% |
December 31, 2020 | 91.28% |
November 30, 2020 | 91.28% |
October 31, 2020 | 91.28% |
September 30, 2020 | 91.28% |
August 31, 2020 | 91.28% |
July 31, 2020 | 91.28% |
June 30, 2020 | 91.28% |
May 31, 2020 | 91.28% |
April 30, 2020 | 91.28% |
March 31, 2020 | 92.52% |
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
84.51%
Minimum
Dec 2023
96.43%
Maximum
May 2019
91.41%
Average
91.28%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Ventyx Biosciences Inc | -- |
Checkpoint Therapeutics Inc | 97.22% |
NovaBay Pharmaceuticals Inc | 99.91% |
Palatin Technologies Inc | 96.46% |
iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.186 |
Beta (5Y) | 0.6593 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.85% |
Historical Sharpe Ratio (5Y) | 0.0223 |
Historical Sortino (5Y) | 0.0615 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.53% |