Intelgenx Technologies Corp (IGXT)
0.1619
-0.02
(-9.30%)
USD |
OTCM |
May 03, 16:00
Intelgenx Technologies Max Drawdown (5Y): 93.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.93% |
| March 31, 2024 | 93.93% |
| February 29, 2024 | 93.93% |
| January 31, 2024 | 93.93% |
| December 31, 2023 | 93.93% |
| November 30, 2023 | 93.93% |
| October 31, 2023 | 93.93% |
| September 30, 2023 | 93.93% |
| August 31, 2023 | 93.93% |
| July 31, 2023 | 93.93% |
| June 30, 2023 | 93.93% |
| May 31, 2023 | 93.93% |
| April 30, 2023 | 93.93% |
| March 31, 2023 | 93.93% |
| February 28, 2023 | 93.93% |
| January 31, 2023 | 93.93% |
| December 31, 2022 | 93.93% |
| November 30, 2022 | 93.93% |
| October 31, 2022 | 93.93% |
| September 30, 2022 | 93.41% |
| August 31, 2022 | 93.06% |
| July 31, 2022 | 93.06% |
| June 30, 2022 | 93.06% |
| May 31, 2022 | 93.06% |
| April 30, 2022 | 93.06% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.06% |
| February 28, 2022 | 93.06% |
| January 31, 2022 | 93.06% |
| December 31, 2021 | 93.06% |
| November 30, 2021 | 93.06% |
| October 31, 2021 | 93.06% |
| September 30, 2021 | 93.06% |
| August 31, 2021 | 93.06% |
| July 31, 2021 | 93.06% |
| June 30, 2021 | 93.06% |
| May 31, 2021 | 93.06% |
| April 30, 2021 | 93.06% |
| March 31, 2021 | 93.06% |
| February 28, 2021 | 93.06% |
| January 31, 2021 | 93.06% |
| December 31, 2020 | 93.06% |
| November 30, 2020 | 93.06% |
| October 31, 2020 | 93.06% |
| September 30, 2020 | 93.06% |
| August 31, 2020 | 93.06% |
| July 31, 2020 | 93.06% |
| June 30, 2020 | 93.06% |
| May 31, 2020 | 93.06% |
| April 30, 2020 | 93.06% |
| March 31, 2020 | 93.06% |
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
74.59%
Minimum
May 2019
93.93%
Maximum
Oct 2022
90.77%
Average
93.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Acasti Pharma Inc | 98.73% |
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 98.90% |
| Xenon Pharmaceuticals Inc | 64.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.63 |
| Beta (5Y) | 2.466 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.07% |
| Historical Sharpe Ratio (5Y) | -0.282 |
| Historical Sortino (5Y) | -0.5809 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.61% |