Abivax SA (AAVXF)
15.15
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Abivax Max Drawdown (5Y): 86.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.53% |
| March 31, 2024 | 86.53% |
| February 29, 2024 | 86.53% |
| January 31, 2024 | 86.53% |
| December 31, 2023 | 86.53% |
| November 30, 2023 | 86.53% |
| October 31, 2023 | 86.53% |
| September 30, 2023 | 86.53% |
| August 31, 2023 | 86.53% |
| July 31, 2023 | 86.53% |
| June 30, 2023 | 86.53% |
| May 31, 2023 | 86.53% |
| April 30, 2023 | 86.53% |
| March 31, 2023 | 86.53% |
| February 28, 2023 | 86.53% |
| January 31, 2023 | 86.53% |
| December 31, 2022 | 86.53% |
| November 30, 2022 | 81.63% |
| October 31, 2022 | 81.16% |
| September 30, 2022 | 81.16% |
| August 31, 2022 | 81.16% |
| July 31, 2022 | 79.60% |
| June 30, 2022 | 76.65% |
| May 31, 2022 | 73.17% |
| April 30, 2022 | 73.17% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.17% |
| February 28, 2022 | 73.17% |
| January 31, 2022 | 73.17% |
| December 31, 2021 | 73.17% |
| November 30, 2021 | 73.17% |
| October 31, 2021 | 73.17% |
| September 30, 2021 | 73.17% |
| August 31, 2021 | 73.17% |
| July 31, 2021 | 73.17% |
| June 30, 2021 | 73.17% |
| May 31, 2021 | 73.17% |
| April 30, 2021 | 73.17% |
| March 31, 2021 | 73.17% |
| February 28, 2021 | 73.17% |
| January 31, 2021 | 73.17% |
| December 31, 2020 | 73.17% |
| November 30, 2020 | 73.17% |
| October 31, 2020 | 73.17% |
| September 30, 2020 | 73.17% |
| August 31, 2020 | 73.17% |
| July 31, 2020 | 73.17% |
| June 30, 2020 | 73.17% |
| May 31, 2020 | 73.17% |
| April 30, 2020 | 73.17% |
| March 31, 2020 | 73.17% |
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
73.17%
Minimum
May 2019
86.53%
Maximum
Dec 2022
77.66%
Average
73.17%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| DBV Technologies SA | 97.67% |
| Cellectis SA | 97.08% |
| PHAXIAM Therapeutics SA (DELISTED) | 98.46% |
| Genfit SA | 88.42% |
| Innate Pharma SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9255 |
| Beta (5Y) | 0.5277 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.76% |
| Historical Sharpe Ratio (5Y) | 0.054 |
| Historical Sortino (5Y) | 0.1041 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.13% |