Xenon Pharmaceuticals Inc (XENE)
43.75
+0.75
(+1.74%)
USD |
NASDAQ |
May 03, 16:00
43.75
0.00 (0.00%)
After-Hours: 20:00
Xenon Pharmaceuticals Max Drawdown (5Y): 64.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.74% |
| March 31, 2024 | 64.74% |
| February 29, 2024 | 64.74% |
| January 31, 2024 | 64.74% |
| December 31, 2023 | 64.74% |
| November 30, 2023 | 66.43% |
| October 31, 2023 | 72.22% |
| September 30, 2023 | 75.61% |
| August 31, 2023 | 75.61% |
| July 31, 2023 | 75.61% |
| June 30, 2023 | 75.61% |
| May 31, 2023 | 75.61% |
| April 30, 2023 | 75.61% |
| March 31, 2023 | 75.61% |
| February 28, 2023 | 76.09% |
| January 31, 2023 | 79.13% |
| December 31, 2022 | 82.72% |
| November 30, 2022 | 86.96% |
| October 31, 2022 | 88.26% |
| September 30, 2022 | 89.78% |
| August 31, 2022 | 90.43% |
| July 31, 2022 | 90.43% |
| June 30, 2022 | 90.43% |
| May 31, 2022 | 90.43% |
| April 30, 2022 | 90.43% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.43% |
| February 28, 2022 | 90.43% |
| January 31, 2022 | 90.43% |
| December 31, 2021 | 90.43% |
| November 30, 2021 | 90.43% |
| October 31, 2021 | 90.43% |
| September 30, 2021 | 90.43% |
| August 31, 2021 | 90.43% |
| July 31, 2021 | 90.43% |
| June 30, 2021 | 90.43% |
| May 31, 2021 | 90.43% |
| April 30, 2021 | 90.43% |
| March 31, 2021 | 90.43% |
| February 28, 2021 | 90.43% |
| January 31, 2021 | 90.43% |
| December 31, 2020 | 90.43% |
| November 30, 2020 | 90.43% |
| October 31, 2020 | 90.43% |
| September 30, 2020 | 90.43% |
| August 31, 2020 | 90.43% |
| July 31, 2020 | 90.43% |
| June 30, 2020 | 90.43% |
| May 31, 2020 | 90.43% |
| April 30, 2020 | 90.43% |
| March 31, 2020 | 90.43% |
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
64.74%
Minimum
Dec 2023
90.43%
Maximum
May 2019
85.20%
Average
90.43%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Acasti Pharma Inc | 98.73% |
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 98.90% |
| ESSA Pharma Inc | 99.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.03 |
| Beta (5Y) | 1.190 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.97% |
| Historical Sharpe Ratio (5Y) | 0.5128 |
| Historical Sortino (5Y) | 1.430 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.44% |