Mesoblast Ltd (MESO)
7.195
-0.40
(-5.20%)
USD |
NASDAQ |
May 09, 16:00
7.195
0.00 (0.00%)
After-Hours: 19:06
Mesoblast Max Drawdown (5Y): 95.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.66% |
March 31, 2024 | 95.66% |
February 29, 2024 | 95.66% |
January 31, 2024 | 95.66% |
December 31, 2023 | 94.95% |
November 30, 2023 | 94.19% |
October 31, 2023 | 94.19% |
September 30, 2023 | 93.84% |
August 31, 2023 | 93.79% |
July 31, 2023 | 88.79% |
June 30, 2023 | 88.79% |
May 31, 2023 | 88.79% |
April 30, 2023 | 88.79% |
March 31, 2023 | 88.79% |
February 28, 2023 | 88.79% |
January 31, 2023 | 88.79% |
December 31, 2022 | 88.79% |
November 30, 2022 | 88.79% |
October 31, 2022 | 88.79% |
September 30, 2022 | 88.79% |
August 31, 2022 | 88.79% |
July 31, 2022 | 88.79% |
June 30, 2022 | 88.79% |
May 31, 2022 | 87.07% |
April 30, 2022 | 87.07% |
Date | Value |
---|---|
March 31, 2022 | 87.07% |
February 28, 2022 | 87.07% |
January 31, 2022 | 87.07% |
December 31, 2021 | 87.07% |
November 30, 2021 | 87.07% |
October 31, 2021 | 87.14% |
September 30, 2021 | 89.57% |
August 31, 2021 | 90.17% |
July 31, 2021 | 90.38% |
June 30, 2021 | 90.38% |
May 31, 2021 | 92.18% |
April 30, 2021 | 92.64% |
March 31, 2021 | 93.34% |
February 28, 2021 | 93.34% |
January 31, 2021 | 93.34% |
December 31, 2020 | 93.34% |
November 30, 2020 | 93.34% |
October 31, 2020 | 93.34% |
September 30, 2020 | 93.34% |
August 31, 2020 | 93.34% |
July 31, 2020 | 93.34% |
June 30, 2020 | 93.34% |
May 31, 2020 | 93.34% |
April 30, 2020 | 93.34% |
March 31, 2020 | 93.34% |
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
87.07%
Minimum
Nov 2021
95.66%
Maximum
Jan 2024
91.43%
Average
93.34%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Immuron Ltd | 92.60% |
Alterity Therapeutics Ltd | 95.96% |
Kazia Therapeutics Ltd | 98.63% |
Immutep Ltd | 93.55% |
Opthea Ltd | 92.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -51.44 |
Beta (5Y) | 3.455 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 119.2% |
Historical Sharpe Ratio (5Y) | -0.1086 |
Historical Sortino (5Y) | -0.2504 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.66% |