XORTX Therapeutics Inc (XRTX)
2.68
+0.08
(+3.13%)
USD |
NASDAQ |
May 03, 16:00
2.68
0.00 (0.00%)
After-Hours: 16:40
XORTX Therapeutics Max Drawdown (5Y): 96.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.88% |
| March 31, 2024 | 96.88% |
| February 29, 2024 | 96.88% |
| January 31, 2024 | 96.88% |
| December 31, 2023 | 96.88% |
| November 30, 2023 | 96.43% |
| October 31, 2023 | 96.37% |
| September 30, 2023 | 93.72% |
| August 31, 2023 | 93.72% |
| July 31, 2023 | 93.72% |
| June 30, 2023 | 93.72% |
| May 31, 2023 | 93.72% |
| April 30, 2023 | 93.72% |
| March 31, 2023 | 93.71% |
| February 28, 2023 | 92.25% |
| January 31, 2023 | 91.78% |
| December 31, 2022 | 89.81% |
| November 30, 2022 | 89.39% |
| October 31, 2022 | 88.41% |
| September 30, 2022 | 86.94% |
| August 31, 2022 | 83.80% |
| July 31, 2022 | 83.80% |
| June 30, 2022 | 83.80% |
| May 31, 2022 | 83.80% |
| April 30, 2022 | 83.80% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.80% |
| February 28, 2022 | 80.87% |
| January 31, 2022 | 78.78% |
| December 31, 2021 | 74.87% |
| November 30, 2021 | 68.52% |
| October 31, 2021 | 68.52% |
| September 30, 2021 | 68.52% |
| August 31, 2021 | 68.52% |
| July 31, 2021 | 68.52% |
| June 30, 2021 | 68.52% |
| May 31, 2021 | 68.52% |
| April 30, 2021 | 68.52% |
| March 31, 2021 | 68.52% |
| February 28, 2021 | 68.52% |
| January 31, 2021 | 68.52% |
| December 31, 2020 | 68.52% |
| November 30, 2020 | 68.00% |
| October 31, 2020 | 68.00% |
| September 30, 2020 | 63.80% |
| August 31, 2020 | 63.80% |
| July 31, 2020 | 63.80% |
| June 30, 2020 | 63.80% |
| May 31, 2020 | 60.54% |
| April 30, 2020 | 60.54% |
| March 31, 2020 | 60.54% |
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
35.89%
Minimum
May 2019
96.88%
Maximum
Dec 2023
73.67%
Average
68.52%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| ImmunoPrecise Antibodies Ltd | 94.06% |
| Acasti Pharma Inc | 98.73% |
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 98.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.98 |
| Beta (5Y) | 0.6666 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 142.3% |
| Historical Sharpe Ratio (5Y) | -0.2218 |
| Historical Sortino (5Y) | -0.7046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.11% |