Hikma Pharmaceuticals PLC (HKMPY)
50.90
-0.65
(-1.26%)
USD |
OTCM |
May 17, 16:00
Hikma Pharmaceuticals Max Drawdown (5Y): 64.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.68% |
| March 31, 2024 | 64.68% |
| February 29, 2024 | 64.68% |
| January 31, 2024 | 64.68% |
| December 31, 2023 | 64.68% |
| November 30, 2023 | 64.68% |
| October 31, 2023 | 64.68% |
| September 30, 2023 | 64.68% |
| August 31, 2023 | 64.68% |
| July 31, 2023 | 64.68% |
| June 30, 2023 | 64.68% |
| May 31, 2023 | 64.68% |
| April 30, 2023 | 64.68% |
| March 31, 2023 | 64.68% |
| February 28, 2023 | 64.68% |
| January 31, 2023 | 64.68% |
| December 31, 2022 | 67.71% |
| November 30, 2022 | 67.71% |
| October 31, 2022 | 67.71% |
| September 30, 2022 | 68.23% |
| August 31, 2022 | 68.23% |
| July 31, 2022 | 68.23% |
| June 30, 2022 | 68.23% |
| May 31, 2022 | 68.23% |
| April 30, 2022 | 68.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.23% |
| February 28, 2022 | 68.23% |
| January 31, 2022 | 68.23% |
| December 31, 2021 | 68.23% |
| November 30, 2021 | 68.23% |
| October 31, 2021 | 68.23% |
| September 30, 2021 | 68.23% |
| August 31, 2021 | 68.23% |
| July 31, 2021 | 68.23% |
| June 30, 2021 | 68.23% |
| May 31, 2021 | 68.23% |
| April 30, 2021 | 68.23% |
| March 31, 2021 | 68.23% |
| February 28, 2021 | 68.23% |
| January 31, 2021 | 68.23% |
| December 31, 2020 | 68.23% |
| November 30, 2020 | 68.23% |
| October 31, 2020 | 68.23% |
| September 30, 2020 | 68.23% |
| August 31, 2020 | 68.23% |
| July 31, 2020 | 68.23% |
| June 30, 2020 | 68.23% |
| May 31, 2020 | 68.23% |
| April 30, 2020 | 68.23% |
| March 31, 2020 | 68.23% |
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
64.68%
Minimum
Jan 2023
68.23%
Maximum
May 2019
67.25%
Average
68.23%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Adaptimmune Therapeutics PLC | 96.57% |
| Biodexa Pharmaceuticals Plc | 100.00% |
| Verona Pharma PLC | 89.71% |
| NuCana PLC | 98.68% |
| Autolus Therapeutics PLC | 96.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.905 |
| Beta (5Y) | 0.3421 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.70% |
| Historical Sharpe Ratio (5Y) | 0.0277 |
| Historical Sortino (5Y) | 0.0434 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.30% |