XBiotech Inc (XBIT)
8.49
+0.47
(+5.86%)
USD |
NASDAQ |
May 03, 16:00
8.39
-0.10
(-1.18%)
After-Hours: 20:00
XBiotech Max Drawdown (5Y): 86.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.04% |
March 31, 2024 | 86.04% |
February 29, 2024 | 86.04% |
January 31, 2024 | 86.04% |
December 31, 2023 | 86.04% |
November 30, 2023 | 86.04% |
October 31, 2023 | 86.04% |
September 30, 2023 | 86.98% |
August 31, 2023 | 87.94% |
July 31, 2023 | 89.78% |
June 30, 2023 | 92.67% |
May 31, 2023 | 92.67% |
April 30, 2023 | 92.67% |
March 31, 2023 | 92.67% |
February 28, 2023 | 92.67% |
January 31, 2023 | 92.67% |
December 31, 2022 | 92.67% |
November 30, 2022 | 92.67% |
October 31, 2022 | 92.67% |
September 30, 2022 | 92.67% |
August 31, 2022 | 92.67% |
July 31, 2022 | 92.67% |
June 30, 2022 | 92.67% |
May 31, 2022 | 92.67% |
April 30, 2022 | 92.67% |
Date | Value |
---|---|
March 31, 2022 | 92.67% |
February 28, 2022 | 92.67% |
January 31, 2022 | 92.67% |
December 31, 2021 | 92.67% |
November 30, 2021 | 92.67% |
October 31, 2021 | 92.67% |
September 30, 2021 | 92.67% |
August 31, 2021 | 92.67% |
July 31, 2021 | 92.67% |
June 30, 2021 | 92.67% |
May 31, 2021 | 92.67% |
April 30, 2021 | 92.67% |
March 31, 2021 | 92.67% |
February 28, 2021 | 92.67% |
January 31, 2021 | 92.67% |
December 31, 2020 | 92.67% |
November 30, 2020 | 92.67% |
October 31, 2020 | 92.67% |
September 30, 2020 | 92.67% |
August 31, 2020 | 92.67% |
July 31, 2020 | 92.67% |
June 30, 2020 | 92.67% |
May 31, 2020 | 92.67% |
April 30, 2020 | 92.67% |
March 31, 2020 | 92.67% |
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
86.04%
Minimum
Oct 2023
92.67%
Maximum
May 2019
91.67%
Average
92.67%
Median
May 2019
Max Drawdown (5Y) Benchmarks
NovaBay Pharmaceuticals Inc | 99.91% |
Palatin Technologies Inc | 96.46% |
iBio Inc | 99.97% |
Theriva Biologics Inc | 99.81% |
Oragenics Inc | 98.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.91 |
Beta (5Y) | 1.494 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.60% |
Historical Sharpe Ratio (5Y) | -0.0321 |
Historical Sortino (5Y) | -0.069 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.28% |