XOMA Corp (XOMA)
24.78
-0.66
(-2.59%)
USD |
NASDAQ |
May 03, 16:00
25.21
+0.43
(+1.74%)
After-Hours: 20:00
XOMA Max Drawdown (5Y): 86.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.82% |
March 31, 2024 | 87.24% |
February 29, 2024 | 88.76% |
January 31, 2024 | 89.62% |
December 31, 2023 | 89.62% |
November 30, 2023 | 89.62% |
October 31, 2023 | 90.10% |
September 30, 2023 | 94.03% |
August 31, 2023 | 94.03% |
July 31, 2023 | 94.03% |
June 30, 2023 | 94.03% |
May 31, 2023 | 94.03% |
April 30, 2023 | 94.03% |
March 31, 2023 | 94.03% |
February 28, 2023 | 94.03% |
January 31, 2023 | 94.03% |
December 31, 2022 | 94.03% |
November 30, 2022 | 94.03% |
October 31, 2022 | 94.03% |
September 30, 2022 | 94.03% |
August 31, 2022 | 94.03% |
July 31, 2022 | 94.03% |
June 30, 2022 | 94.08% |
May 31, 2022 | 96.22% |
April 30, 2022 | 96.37% |
Date | Value |
---|---|
March 31, 2022 | 96.69% |
February 28, 2022 | 96.82% |
January 31, 2022 | 96.82% |
December 31, 2021 | 97.46% |
November 30, 2021 | 97.87% |
October 31, 2021 | 97.87% |
September 30, 2021 | 97.87% |
August 31, 2021 | 97.87% |
July 31, 2021 | 97.87% |
June 30, 2021 | 97.87% |
May 31, 2021 | 97.87% |
April 30, 2021 | 97.87% |
March 31, 2021 | 97.87% |
February 28, 2021 | 97.87% |
January 31, 2021 | 97.87% |
December 31, 2020 | 97.87% |
November 30, 2020 | 97.87% |
October 31, 2020 | 97.87% |
September 30, 2020 | 97.87% |
August 31, 2020 | 97.87% |
July 31, 2020 | 97.87% |
June 30, 2020 | 97.87% |
May 31, 2020 | 97.87% |
April 30, 2020 | 97.87% |
March 31, 2020 | 97.87% |
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
86.82%
Minimum
Apr 2024
97.87%
Maximum
May 2019
95.68%
Average
97.87%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Kinnate Biopharma Inc (DELISTED) | -- |
Societal CDMO Inc (DELISTED) | 98.41% |
Corcept Therapeutics Inc | 60.35% |
Sarepta Therapeutics Inc | 64.93% |
AnaptysBio Inc | 92.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.495 |
Beta (5Y) | 0.5677 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.25% |
Historical Sharpe Ratio (5Y) | 0.246 |
Historical Sortino (5Y) | 0.5083 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.50% |