Opthea Ltd (OPT)
3.70
-0.04
(-1.07%)
USD |
NASDAQ |
May 10, 11:35
Opthea Max Drawdown (5Y): 92.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.46% |
| March 31, 2024 | 92.46% |
| February 29, 2024 | 92.46% |
| January 31, 2024 | 92.46% |
| December 31, 2023 | 92.46% |
| November 30, 2023 | 92.46% |
| October 31, 2023 | 92.46% |
| September 30, 2023 | 91.99% |
| August 31, 2023 | 89.16% |
| July 31, 2023 | 86.95% |
| June 30, 2023 | 86.95% |
| May 31, 2023 | 85.35% |
| April 30, 2023 | 84.36% |
| March 31, 2023 | 81.48% |
| February 28, 2023 | 78.68% |
| January 31, 2023 | 78.57% |
| December 31, 2022 | 78.57% |
| November 30, 2022 | 78.57% |
| October 31, 2022 | 78.57% |
| September 30, 2022 | 77.69% |
| August 31, 2022 | 77.69% |
| July 31, 2022 | 77.69% |
| June 30, 2022 | 77.69% |
| May 31, 2022 | 77.69% |
| April 30, 2022 | 77.69% |
| Date | Value |
|---|---|
| March 31, 2022 | 77.69% |
| February 28, 2022 | 74.08% |
| January 31, 2022 | 70.79% |
| December 31, 2021 | 70.79% |
| November 30, 2021 | 69.00% |
| October 31, 2021 | 69.00% |
| September 30, 2021 | 69.00% |
| August 31, 2021 | 69.00% |
| July 31, 2021 | 69.00% |
| June 30, 2021 | 64.19% |
| May 31, 2021 | 63.48% |
| April 30, 2021 | 59.97% |
| March 31, 2021 | 59.97% |
| February 28, 2021 | 59.97% |
| January 31, 2021 | 59.97% |
| December 31, 2020 | 59.97% |
| November 30, 2020 | 59.97% |
| October 31, 2020 | 59.97% |
| September 30, 2020 | 59.97% |
| August 31, 2020 | 59.97% |
| July 31, 2020 | 59.97% |
| June 30, 2020 | 59.97% |
| May 31, 2020 | 59.97% |
| April 30, 2020 | 59.97% |
| March 31, 2020 | 59.97% |
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
59.97%
Minimum
May 2019
92.46%
Maximum
Oct 2023
71.97%
Average
69.00%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Immutep Ltd | 93.55% |
| Kazia Therapeutics Ltd | 98.63% |
| Bionomics Ltd | -- |
| Alterity Therapeutics Ltd | 95.96% |
| Mesoblast Ltd | 95.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.971 |
| Beta (5Y) | 0.3347 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 128.4% |
| Historical Sharpe Ratio (5Y) | -0.0486 |
| Historical Sortino (5Y) | -0.1949 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.08% |