Epigenomics AG (EPGNF)
2.50
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Epigenomics Max Drawdown (5Y): 99.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.58% |
| March 31, 2024 | 99.58% |
| February 29, 2024 | 99.58% |
| January 31, 2024 | 99.58% |
| December 31, 2023 | 99.58% |
| November 30, 2023 | 99.58% |
| October 31, 2023 | 99.49% |
| September 30, 2023 | 99.49% |
| August 31, 2023 | 99.49% |
| July 31, 2023 | 99.49% |
| June 30, 2023 | 99.49% |
| May 31, 2023 | 99.49% |
| April 30, 2023 | 99.49% |
| March 31, 2023 | 99.49% |
| February 28, 2023 | 99.47% |
| January 31, 2023 | 99.47% |
| December 31, 2022 | 99.47% |
| November 30, 2022 | 99.45% |
| October 31, 2022 | 99.42% |
| September 30, 2022 | 99.30% |
| August 31, 2022 | 99.30% |
| July 31, 2022 | 99.30% |
| June 30, 2022 | 99.30% |
| May 31, 2022 | 99.30% |
| April 30, 2022 | 99.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.23% |
| February 28, 2022 | 99.23% |
| January 31, 2022 | 99.23% |
| December 31, 2021 | 99.12% |
| November 30, 2021 | 98.98% |
| October 31, 2021 | 98.29% |
| September 30, 2021 | 98.00% |
| August 31, 2021 | 98.00% |
| July 31, 2021 | 97.83% |
| June 30, 2021 | 97.82% |
| May 31, 2021 | 97.82% |
| April 30, 2021 | 97.73% |
| March 31, 2021 | 96.53% |
| February 28, 2021 | 95.94% |
| January 31, 2021 | 95.94% |
| December 31, 2020 | 94.80% |
| November 30, 2020 | 94.61% |
| October 31, 2020 | 92.07% |
| September 30, 2020 | 88.28% |
| August 31, 2020 | 88.28% |
| July 31, 2020 | 88.28% |
| June 30, 2020 | 88.28% |
| May 31, 2020 | 88.28% |
| April 30, 2020 | 88.28% |
| March 31, 2020 | 88.28% |
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
77.83%
Minimum
May 2019
99.58%
Maximum
Nov 2023
94.69%
Average
98.64%
Median
Max Drawdown (5Y) Benchmarks
| Affimed NV | 97.22% |
| InflaRx NV | 98.49% |
| MorphoSys AG | 91.41% |
| BioNTech SE | -- |
| Immatics NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -60.19 |
| Beta (5Y) | 0.8766 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 191.9% |
| Historical Sharpe Ratio (5Y) | -0.2628 |
| Historical Sortino (5Y) | -0.8531 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.23% |