Starpharma Holdings Ltd (SPHRF)
0.0774
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Starpharma Holdings Max Drawdown (5Y): 95.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.63% |
| March 31, 2024 | 95.32% |
| February 29, 2024 | 95.32% |
| January 31, 2024 | 95.32% |
| December 31, 2023 | 95.32% |
| November 30, 2023 | 95.32% |
| October 31, 2023 | 95.32% |
| September 30, 2023 | 94.93% |
| August 31, 2023 | 94.13% |
| July 31, 2023 | 91.90% |
| June 30, 2023 | 83.41% |
| May 31, 2023 | 83.41% |
| April 30, 2023 | 83.41% |
| March 31, 2023 | 82.31% |
| February 28, 2023 | 82.31% |
| January 31, 2023 | 82.31% |
| December 31, 2022 | 82.31% |
| November 30, 2022 | 82.31% |
| October 31, 2022 | 82.31% |
| September 30, 2022 | 78.36% |
| August 31, 2022 | 76.04% |
| July 31, 2022 | 76.04% |
| June 30, 2022 | 72.61% |
| May 31, 2022 | 70.71% |
| April 30, 2022 | 70.11% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.11% |
| February 28, 2022 | 71.02% |
| January 31, 2022 | 72.95% |
| December 31, 2021 | 72.95% |
| November 30, 2021 | 72.95% |
| October 31, 2021 | 73.96% |
| September 30, 2021 | 73.96% |
| August 31, 2021 | 73.96% |
| July 31, 2021 | 73.96% |
| June 30, 2021 | 74.22% |
| May 31, 2021 | 74.22% |
| April 30, 2021 | 75.21% |
| March 31, 2021 | 75.21% |
| February 28, 2021 | 75.21% |
| January 31, 2021 | 75.21% |
| December 31, 2020 | 77.86% |
| November 30, 2020 | 79.18% |
| October 31, 2020 | 79.18% |
| September 30, 2020 | 79.18% |
| August 31, 2020 | 79.18% |
| July 31, 2020 | 79.18% |
| June 30, 2020 | 79.69% |
| May 31, 2020 | 79.69% |
| April 30, 2020 | 79.69% |
| March 31, 2020 | 79.69% |
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
70.11%
Minimum
Mar 2022
95.63%
Maximum
Apr 2024
81.14%
Average
79.69%
Median
Feb 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) | -52.46 |
| Beta (5Y) | 1.091 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.81% |
| Historical Sharpe Ratio (5Y) | -0.6219 |
| Historical Sortino (5Y) | -0.997 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.67% |