VolitionRX Ltd (VNRX)
0.866
-0.03
(-3.77%)
USD |
NYAM |
May 01, 16:00
0.8751
+0.01
(+1.05%)
After-Hours: 20:00
VolitionRX Max Drawdown (5Y): 91.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.54% |
| March 31, 2024 | 91.54% |
| February 29, 2024 | 91.54% |
| January 31, 2024 | 91.54% |
| December 31, 2023 | 91.54% |
| November 30, 2023 | 90.46% |
| October 31, 2023 | 90.46% |
| September 30, 2023 | 89.40% |
| August 31, 2023 | 81.69% |
| July 31, 2023 | 80.46% |
| June 30, 2023 | 79.08% |
| May 31, 2023 | 79.08% |
| April 30, 2023 | 79.08% |
| March 31, 2023 | 79.08% |
| February 28, 2023 | 79.08% |
| January 31, 2023 | 79.08% |
| December 31, 2022 | 79.08% |
| November 30, 2022 | 79.08% |
| October 31, 2022 | 79.08% |
| September 30, 2022 | 79.08% |
| August 31, 2022 | 75.54% |
| July 31, 2022 | 72.16% |
| June 30, 2022 | 72.16% |
| May 31, 2022 | 72.16% |
| April 30, 2022 | 72.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 72.16% |
| February 28, 2022 | 72.16% |
| January 31, 2022 | 72.16% |
| December 31, 2021 | 72.16% |
| November 30, 2021 | 72.16% |
| October 31, 2021 | 72.16% |
| September 30, 2021 | 72.16% |
| August 31, 2021 | 72.16% |
| July 31, 2021 | 72.16% |
| June 30, 2021 | 72.16% |
| May 31, 2021 | 72.16% |
| April 30, 2021 | 72.16% |
| March 31, 2021 | 72.16% |
| February 28, 2021 | 72.16% |
| January 31, 2021 | 72.16% |
| December 31, 2020 | 72.16% |
| November 30, 2020 | 72.16% |
| October 31, 2020 | 72.16% |
| September 30, 2020 | 72.16% |
| August 31, 2020 | 72.16% |
| July 31, 2020 | 72.16% |
| June 30, 2020 | 72.16% |
| May 31, 2020 | 72.16% |
| April 30, 2020 | 72.16% |
| March 31, 2020 | 72.16% |
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
72.16%
Minimum
May 2019
91.54%
Maximum
Dec 2023
76.18%
Average
72.16%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Perspective Therapeutics Inc | 91.70% |
| Electromed Inc | 55.84% |
| Xtant Medical Holdings Inc | 98.66% |
| Asensus Surgical Inc | 99.68% |
| Senseonics Holdings Inc | 92.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.09 |
| Beta (5Y) | 1.256 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.79% |
| Historical Sharpe Ratio (5Y) | -0.4156 |
| Historical Sortino (5Y) | -0.7602 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.89% |