Healius Ltd (PHCRF)
2.13
0.00 (0.00%)
USD |
OTCM |
May 21, 16:00
Healius Max Drawdown (5Y): 43.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 43.42% |
March 31, 2024 | 43.42% |
February 29, 2024 | 43.42% |
January 31, 2024 | 43.42% |
December 31, 2023 | 43.42% |
November 30, 2023 | 43.42% |
October 31, 2023 | 43.42% |
September 30, 2023 | 43.42% |
August 31, 2023 | 43.42% |
July 31, 2023 | 43.42% |
June 30, 2023 | 43.42% |
May 31, 2023 | 43.42% |
April 30, 2023 | 43.42% |
March 31, 2023 | 43.42% |
February 28, 2023 | 43.42% |
January 31, 2023 | 43.42% |
December 31, 2022 | 43.42% |
November 30, 2022 | 43.42% |
October 31, 2022 | 43.42% |
September 30, 2022 | 43.42% |
August 31, 2022 | 43.42% |
July 31, 2022 | 43.42% |
June 30, 2022 | 43.42% |
May 31, 2022 | 43.42% |
April 30, 2022 | 43.42% |
Date | Value |
---|---|
March 31, 2022 | 43.42% |
February 28, 2022 | 43.42% |
January 31, 2022 | 43.42% |
December 31, 2021 | 43.42% |
November 30, 2021 | 43.42% |
October 31, 2021 | 43.42% |
September 30, 2021 | 43.42% |
August 31, 2021 | 43.42% |
July 31, 2021 | 43.42% |
June 30, 2021 | 43.42% |
May 31, 2021 | 57.18% |
April 30, 2021 | 57.18% |
March 31, 2021 | 57.18% |
February 28, 2021 | 57.18% |
January 31, 2021 | 57.18% |
December 31, 2020 | 58.45% |
November 30, 2020 | 58.45% |
October 31, 2020 | 58.45% |
September 30, 2020 | 58.45% |
August 31, 2020 | 58.45% |
July 31, 2020 | 58.45% |
June 30, 2020 | 58.45% |
May 31, 2020 | 58.45% |
April 30, 2020 | 58.45% |
March 31, 2020 | 58.45% |
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
43.42%
Minimum
Jun 2021
58.45%
Maximum
May 2019
49.58%
Average
43.42%
Median
Jun 2021
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) | -6.583 |
Beta (5Y) | -0.0087 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.58% |
Historical Sharpe Ratio (5Y) | -0.6971 |
Historical Sortino (5Y) | -0.6971 |