Kezar Life Sciences Inc (KZR)
0.79
0.00 (0.00%)
USD |
NASDAQ |
May 15, 14:58
Kezar Life Sciences Max Drawdown (5Y): 97.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.21% |
March 31, 2024 | 97.21% |
February 29, 2024 | 97.21% |
January 31, 2024 | 97.21% |
December 31, 2023 | 97.21% |
November 30, 2023 | 97.21% |
October 31, 2023 | 97.21% |
September 30, 2023 | 96.72% |
August 31, 2023 | 96.11% |
July 31, 2023 | 93.50% |
June 30, 2023 | 92.98% |
May 31, 2023 | 92.89% |
April 30, 2023 | 92.89% |
March 31, 2023 | 92.40% |
February 28, 2023 | 92.40% |
January 31, 2023 | 92.40% |
December 31, 2022 | 92.40% |
November 30, 2022 | 92.40% |
October 31, 2022 | 92.40% |
September 30, 2022 | 92.40% |
August 31, 2022 | 92.40% |
July 31, 2022 | 92.40% |
June 30, 2022 | 92.40% |
May 31, 2022 | 92.40% |
April 30, 2022 | 92.40% |
Date | Value |
---|---|
March 31, 2022 | 92.40% |
February 28, 2022 | 92.40% |
January 31, 2022 | 92.40% |
December 31, 2021 | 92.40% |
November 30, 2021 | 92.40% |
October 31, 2021 | 92.40% |
September 30, 2021 | 92.40% |
August 31, 2021 | 92.40% |
July 31, 2021 | 92.40% |
June 30, 2021 | 92.40% |
May 31, 2021 | 92.40% |
April 30, 2021 | 92.40% |
March 31, 2021 | 92.40% |
February 28, 2021 | 92.40% |
January 31, 2021 | 92.40% |
December 31, 2020 | 92.40% |
November 30, 2020 | 92.40% |
October 31, 2020 | 92.40% |
September 30, 2020 | 92.40% |
August 31, 2020 | 92.40% |
July 31, 2020 | 92.40% |
June 30, 2020 | 92.40% |
May 31, 2020 | 92.40% |
April 30, 2020 | 92.40% |
March 31, 2020 | 92.40% |
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
71.22%
Minimum
May 2019
97.21%
Maximum
Oct 2023
92.30%
Average
92.40%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Accuray Inc | 81.90% |
Tonix Pharmaceuticals Holding Corp | 100.00% |
Acumen Pharmaceuticals Inc | -- |
NovaBay Pharmaceuticals Inc | 99.91% |
Palatin Technologies Inc | 96.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -53.84 |
Beta (5Y) | 0.4722 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.80% |
Historical Sharpe Ratio (5Y) | -0.5351 |
Historical Sortino (5Y) | -0.973 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.62% |