Genetic Technologies Ltd (GENE)
2.221
+0.04
(+1.88%)
USD |
NASDAQ |
Apr 26, 16:00
2.18
-0.04
(-1.85%)
After-Hours: 20:00
Genetic Technologies Max Drawdown (5Y): 95.67% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 95.67% |
| February 29, 2024 | 95.67% |
| January 31, 2024 | 95.67% |
| December 31, 2023 | 95.67% |
| November 30, 2023 | 95.67% |
| October 31, 2023 | 95.67% |
| September 30, 2023 | 95.67% |
| August 31, 2023 | 95.67% |
| July 31, 2023 | 95.67% |
| June 30, 2023 | 95.67% |
| May 31, 2023 | 95.67% |
| April 30, 2023 | 95.67% |
| March 31, 2023 | 95.67% |
| February 28, 2023 | 95.67% |
| January 31, 2023 | 95.67% |
| December 31, 2022 | 95.67% |
| November 30, 2022 | 95.67% |
| October 31, 2022 | 95.67% |
| September 30, 2022 | 95.67% |
| August 31, 2022 | 95.67% |
| July 31, 2022 | 95.67% |
| June 30, 2022 | 95.67% |
| May 31, 2022 | 95.98% |
| April 30, 2022 | 95.98% |
| March 31, 2022 | 96.14% |
| Date | Value |
|---|---|
| February 28, 2022 | 96.14% |
| January 31, 2022 | 96.14% |
| December 31, 2021 | 96.28% |
| November 30, 2021 | 96.28% |
| October 31, 2021 | 96.28% |
| September 30, 2021 | 96.32% |
| August 31, 2021 | 96.32% |
| July 31, 2021 | 96.32% |
| June 30, 2021 | 96.32% |
| May 31, 2021 | 96.32% |
| April 30, 2021 | 96.32% |
| March 31, 2021 | 96.32% |
| February 28, 2021 | 96.32% |
| January 31, 2021 | 96.32% |
| December 31, 2020 | 96.32% |
| November 30, 2020 | 96.32% |
| October 31, 2020 | 96.50% |
| September 30, 2020 | 96.50% |
| August 31, 2020 | 96.50% |
| July 31, 2020 | 96.50% |
| June 30, 2020 | 96.54% |
| May 31, 2020 | 96.54% |
| April 30, 2020 | 96.54% |
| March 31, 2020 | 96.54% |
| February 29, 2020 | 96.54% |
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
95.67%
Minimum
Jun 2022
97.57%
Maximum
Apr 2019
96.25%
Average
96.30%
Median
Max Drawdown (5Y) Benchmarks
| Alterity Therapeutics Ltd | 95.96% |
| Kazia Therapeutics Ltd | 98.63% |
| Immutep Ltd | 93.55% |
| Opthea Ltd | 92.46% |
| Mesoblast Ltd | 95.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.40 |
| Beta (5Y) | 1.143 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.78% |
| Historical Sharpe Ratio (5Y) | -0.3427 |
| Historical Sortino (5Y) | -0.9182 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.61% |