Iterum Therapeutics PLC (ITRM)
1.55
-0.03
(-1.90%)
USD |
NASDAQ |
May 03, 16:00
1.53
-0.02
(-1.29%)
After-Hours: 20:00
Iterum Therapeutics Max Drawdown (5Y): 99.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.63% |
March 31, 2024 | 99.63% |
February 29, 2024 | 99.63% |
January 31, 2024 | 99.63% |
December 31, 2023 | 99.63% |
November 30, 2023 | 99.63% |
October 31, 2023 | 99.63% |
September 30, 2023 | 99.63% |
August 31, 2023 | 99.63% |
July 31, 2023 | 99.63% |
June 30, 2023 | 99.63% |
May 31, 2023 | 99.63% |
April 30, 2023 | 99.63% |
March 31, 2023 | 99.63% |
February 28, 2023 | 99.63% |
January 31, 2023 | 99.63% |
December 31, 2022 | 99.63% |
November 30, 2022 | 99.35% |
October 31, 2022 | 99.18% |
September 30, 2022 | 99.18% |
August 31, 2022 | 98.63% |
July 31, 2022 | 98.51% |
June 30, 2022 | 98.51% |
May 31, 2022 | 98.51% |
April 30, 2022 | 98.02% |
Date | Value |
---|---|
March 31, 2022 | 97.60% |
February 28, 2022 | 97.60% |
January 31, 2022 | 97.60% |
December 31, 2021 | 96.95% |
November 30, 2021 | 96.45% |
October 31, 2021 | 96.45% |
September 30, 2021 | 96.45% |
August 31, 2021 | 96.45% |
July 31, 2021 | 96.45% |
June 30, 2021 | 96.45% |
May 31, 2021 | 96.45% |
April 30, 2021 | 96.45% |
March 31, 2021 | 96.45% |
February 28, 2021 | 96.45% |
January 31, 2021 | 96.45% |
December 31, 2020 | 96.45% |
November 30, 2020 | 96.45% |
October 31, 2020 | 96.45% |
September 30, 2020 | 95.46% |
August 31, 2020 | 94.61% |
July 31, 2020 | 92.22% |
June 30, 2020 | 90.74% |
May 31, 2020 | 87.94% |
April 30, 2020 | 87.94% |
March 31, 2020 | 87.94% |
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
62.02%
Minimum
May 2019
99.63%
Maximum
Dec 2022
93.28%
Average
96.45%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Alkermes PLC | 83.70% |
Endo International PLC | 100.00% |
Jazz Pharmaceuticals PLC | 54.54% |
Medtronic PLC | 45.10% |
Perrigo Co PLC | 78.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -86.33 |
Beta (5Y) | 2.330 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 129.7% |
Historical Sharpe Ratio (5Y) | -0.4655 |
Historical Sortino (5Y) | -1.134 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.50% |