Mayne Pharma Group Ltd (MAYNF)
4.46
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Mayne Pharma Group Max Drawdown (5Y): 91.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.53% |
March 31, 2024 | 91.53% |
February 29, 2024 | 91.53% |
January 31, 2024 | 91.53% |
December 31, 2023 | 91.53% |
November 30, 2023 | 91.53% |
October 31, 2023 | 91.53% |
September 30, 2023 | 91.53% |
August 31, 2023 | 91.53% |
July 31, 2023 | 91.53% |
June 30, 2023 | 91.53% |
May 31, 2023 | 91.53% |
April 30, 2023 | 91.53% |
March 31, 2023 | 91.53% |
February 28, 2023 | 91.53% |
January 31, 2023 | 91.53% |
December 31, 2022 | 91.53% |
November 30, 2022 | 91.53% |
October 31, 2022 | 91.53% |
September 30, 2022 | 91.53% |
August 31, 2022 | 91.53% |
July 31, 2022 | 91.53% |
June 30, 2022 | 91.53% |
May 31, 2022 | 91.53% |
April 30, 2022 | 91.53% |
Date | Value |
---|---|
March 31, 2022 | 91.53% |
February 28, 2022 | 91.53% |
January 31, 2022 | 91.53% |
December 31, 2021 | 91.53% |
November 30, 2021 | 91.53% |
October 31, 2021 | 91.53% |
September 30, 2021 | 91.53% |
August 31, 2021 | 91.53% |
July 31, 2021 | 91.53% |
June 30, 2021 | 91.53% |
May 31, 2021 | 91.53% |
April 30, 2021 | 91.53% |
March 31, 2021 | 91.53% |
February 28, 2021 | 91.53% |
January 31, 2021 | 91.53% |
December 31, 2020 | 91.53% |
November 30, 2020 | 91.53% |
October 31, 2020 | 91.53% |
September 30, 2020 | 91.53% |
August 31, 2020 | 91.53% |
July 31, 2020 | 91.53% |
June 30, 2020 | 91.53% |
May 31, 2020 | 91.53% |
April 30, 2020 | 91.53% |
March 31, 2020 | 91.53% |
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
76.40%
Minimum
May 2019
91.53%
Maximum
Mar 2020
89.82%
Average
91.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Alterity Therapeutics Ltd | 95.96% |
Kazia Therapeutics Ltd | 98.63% |
Immutep Ltd | 93.55% |
Opthea Ltd | 92.46% |
Mesoblast Ltd | 95.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.90 |
Beta (5Y) | 2.008 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.13% |
Historical Sharpe Ratio (5Y) | -0.2197 |
Historical Sortino (5Y) | -0.4516 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.34% |