Immutep Ltd (IMMP)
2.82
+0.13
(+4.83%)
USD |
NASDAQ |
May 03, 16:00
2.845
+0.02
(+0.89%)
After-Hours: 20:00
Immutep Max Drawdown (5Y): 93.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.55% |
| March 31, 2024 | 93.55% |
| February 29, 2024 | 93.55% |
| January 31, 2024 | 93.55% |
| December 31, 2023 | 93.55% |
| November 30, 2023 | 93.55% |
| October 31, 2023 | 93.55% |
| September 30, 2023 | 93.55% |
| August 31, 2023 | 93.55% |
| July 31, 2023 | 93.55% |
| June 30, 2023 | 93.55% |
| May 31, 2023 | 93.55% |
| April 30, 2023 | 93.55% |
| March 31, 2023 | 93.55% |
| February 28, 2023 | 93.55% |
| January 31, 2023 | 93.55% |
| December 31, 2022 | 93.55% |
| November 30, 2022 | 93.55% |
| October 31, 2022 | 93.55% |
| September 30, 2022 | 93.55% |
| August 31, 2022 | 93.55% |
| July 31, 2022 | 93.55% |
| June 30, 2022 | 93.55% |
| May 31, 2022 | 93.55% |
| April 30, 2022 | 93.55% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.55% |
| February 28, 2022 | 93.55% |
| January 31, 2022 | 93.55% |
| December 31, 2021 | 93.55% |
| November 30, 2021 | 94.02% |
| October 31, 2021 | 94.02% |
| September 30, 2021 | 94.77% |
| August 31, 2021 | 94.77% |
| July 31, 2021 | 94.77% |
| June 30, 2021 | 94.77% |
| May 31, 2021 | 94.77% |
| April 30, 2021 | 94.77% |
| March 31, 2021 | 94.77% |
| February 28, 2021 | 94.77% |
| January 31, 2021 | 94.77% |
| December 31, 2020 | 94.77% |
| November 30, 2020 | 94.77% |
| October 31, 2020 | 94.77% |
| September 30, 2020 | 94.77% |
| August 31, 2020 | 94.77% |
| July 31, 2020 | 94.77% |
| June 30, 2020 | 94.77% |
| May 31, 2020 | 94.77% |
| April 30, 2020 | 94.77% |
| March 31, 2020 | 94.77% |
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
93.55%
Minimum
Dec 2021
95.93%
Maximum
May 2019
94.35%
Average
94.02%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Opthea Ltd | 92.46% |
| Kazia Therapeutics Ltd | 98.63% |
| Bionomics Ltd | -- |
| Alterity Therapeutics Ltd | 95.96% |
| Mesoblast Ltd | 95.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.30 |
| Beta (5Y) | 2.105 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.80% |
| Historical Sharpe Ratio (5Y) | 0.0718 |
| Historical Sortino (5Y) | 0.1187 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.47% |