Denali Therapeutics Inc (DNLI)
19.20
+0.89
(+4.86%)
USD |
NASDAQ |
May 13, 11:48
Denali Therapeutics Max Drawdown (5Y): 84.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.01% |
March 31, 2024 | 83.08% |
February 29, 2024 | 83.08% |
January 31, 2024 | 82.89% |
December 31, 2023 | 82.68% |
November 30, 2023 | 82.68% |
October 31, 2023 | 80.55% |
September 30, 2023 | 77.95% |
August 31, 2023 | 77.68% |
July 31, 2023 | 77.68% |
June 30, 2023 | 77.68% |
May 31, 2023 | 77.68% |
April 30, 2023 | 77.68% |
March 31, 2023 | 77.68% |
February 28, 2023 | 77.68% |
January 31, 2023 | 77.68% |
December 31, 2022 | 77.68% |
November 30, 2022 | 77.68% |
October 31, 2022 | 77.68% |
September 30, 2022 | 77.68% |
August 31, 2022 | 77.68% |
July 31, 2022 | 77.68% |
June 30, 2022 | 77.68% |
May 31, 2022 | 77.68% |
April 30, 2022 | 74.56% |
Date | Value |
---|---|
March 31, 2022 | 69.00% |
February 28, 2022 | 66.59% |
January 31, 2022 | 66.42% |
December 31, 2021 | 54.48% |
November 30, 2021 | 52.67% |
October 31, 2021 | 52.67% |
September 30, 2021 | 49.76% |
August 31, 2021 | 49.76% |
July 31, 2021 | 49.76% |
June 30, 2021 | 49.76% |
May 31, 2021 | 49.76% |
April 30, 2021 | 49.76% |
March 31, 2021 | 49.76% |
February 28, 2021 | 49.76% |
January 31, 2021 | 49.76% |
December 31, 2020 | 49.76% |
November 30, 2020 | 49.76% |
October 31, 2020 | 49.76% |
September 30, 2020 | 49.76% |
August 31, 2020 | 49.76% |
July 31, 2020 | 49.76% |
June 30, 2020 | 49.76% |
May 31, 2020 | 49.76% |
April 30, 2020 | 49.76% |
March 31, 2020 | 49.76% |
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
49.76%
Minimum
May 2019
84.01%
Maximum
Apr 2024
62.99%
Average
52.67%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Halozyme Therapeutics Inc | 49.06% |
AIM ImmunoTech Inc | 99.76% |
Perspective Therapeutics Inc | 91.70% |
Protalix BioTherapeutics Inc | 94.35% |
Armata Pharmaceuticals Inc | 99.87% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.36 |
Beta (5Y) | 1.392 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.35% |
Historical Sharpe Ratio (5Y) | -0.174 |
Historical Sortino (5Y) | -0.3698 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.50% |