Immuron Ltd (IMRN)
2.53
+0.01
(+0.40%)
USD |
NASDAQ |
May 06, 16:00
2.53
0.00 (0.00%)
After-Hours: 20:00
Immuron Max Drawdown (5Y): 92.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.60% |
March 31, 2024 | 92.60% |
February 29, 2024 | 92.60% |
January 31, 2024 | 92.60% |
December 31, 2023 | 92.60% |
November 30, 2023 | 92.60% |
October 31, 2023 | 91.95% |
September 30, 2023 | 91.95% |
August 31, 2023 | 91.95% |
July 31, 2023 | 91.95% |
June 30, 2023 | 91.95% |
May 31, 2023 | 91.95% |
April 30, 2023 | 91.95% |
March 31, 2023 | 91.95% |
February 28, 2023 | 91.95% |
January 31, 2023 | 91.95% |
December 31, 2022 | 91.95% |
November 30, 2022 | 90.92% |
October 31, 2022 | 90.82% |
September 30, 2022 | 89.65% |
August 31, 2022 | 89.30% |
July 31, 2022 | 89.30% |
June 30, 2022 | 89.30% |
May 31, 2022 | 88.57% |
April 30, 2022 | 88.57% |
Date | Value |
---|---|
March 31, 2022 | 88.57% |
February 28, 2022 | 88.57% |
January 31, 2022 | 88.57% |
December 31, 2021 | 88.57% |
November 30, 2021 | 88.57% |
October 31, 2021 | 88.57% |
September 30, 2021 | 88.57% |
August 31, 2021 | 88.57% |
July 31, 2021 | 88.57% |
June 30, 2021 | 88.57% |
May 31, 2021 | 88.57% |
April 30, 2021 | 88.57% |
March 31, 2021 | 88.57% |
February 28, 2021 | 88.57% |
January 31, 2021 | 88.57% |
December 31, 2020 | 88.57% |
November 30, 2020 | 88.57% |
October 31, 2020 | 88.57% |
September 30, 2020 | 88.57% |
August 31, 2020 | 88.57% |
July 31, 2020 | 88.57% |
June 30, 2020 | 88.57% |
May 31, 2020 | 88.57% |
April 30, 2020 | 88.57% |
March 31, 2020 | 88.29% |
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
75.79%
Minimum
May 2019
92.60%
Maximum
Nov 2023
88.48%
Average
88.57%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Mesoblast Ltd | 95.66% |
CERo Therapeutics Holdings Inc | -- |
Alterity Therapeutics Ltd | 95.96% |
Kazia Therapeutics Ltd | 98.63% |
Immutep Ltd | 93.55% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -35.71 |
Beta (5Y) | 1.481 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 174.5% |
Historical Sharpe Ratio (5Y) | -0.11 |
Historical Sortino (5Y) | -0.5507 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.77% |