AC Immune SA (ACIU)
2.29
-0.08
(-3.38%)
USD |
NASDAQ |
Apr 25, 10:27
AC Immune Max Drawdown (5Y): 89.55% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 89.55% |
| February 29, 2024 | 89.55% |
| January 31, 2024 | 89.55% |
| December 31, 2023 | 89.55% |
| November 30, 2023 | 89.55% |
| October 31, 2023 | 89.55% |
| September 30, 2023 | 89.55% |
| August 31, 2023 | 89.55% |
| July 31, 2023 | 89.55% |
| June 30, 2023 | 89.55% |
| May 31, 2023 | 89.55% |
| April 30, 2023 | 89.55% |
| March 31, 2023 | 89.55% |
| February 28, 2023 | 89.55% |
| January 31, 2023 | 89.55% |
| December 31, 2022 | 89.55% |
| November 30, 2022 | 85.72% |
| October 31, 2022 | 85.72% |
| September 30, 2022 | 85.72% |
| August 31, 2022 | 85.72% |
| July 31, 2022 | 85.72% |
| June 30, 2022 | 85.72% |
| May 31, 2022 | 84.56% |
| April 30, 2022 | 81.09% |
| March 31, 2022 | 81.09% |
| Date | Value |
|---|---|
| February 28, 2022 | 81.09% |
| January 31, 2022 | 81.09% |
| December 31, 2021 | 81.09% |
| November 30, 2021 | 81.09% |
| October 31, 2021 | 81.09% |
| September 30, 2021 | 81.09% |
| August 31, 2021 | 81.09% |
| July 31, 2021 | 81.09% |
| June 30, 2021 | 81.09% |
| May 31, 2021 | 81.09% |
| April 30, 2021 | 81.09% |
| March 31, 2021 | 81.09% |
| February 28, 2021 | 81.09% |
| January 31, 2021 | 81.09% |
| December 31, 2020 | 81.09% |
| November 30, 2020 | 81.09% |
| October 31, 2020 | 81.09% |
| September 30, 2020 | 81.09% |
| August 31, 2020 | 81.09% |
| July 31, 2020 | 81.09% |
| June 30, 2020 | 81.09% |
| May 31, 2020 | 81.09% |
| April 30, 2020 | 81.09% |
| March 31, 2020 | 81.09% |
| February 29, 2020 | 81.09% |
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
81.09%
Minimum
Apr 2019
89.55%
Maximum
Dec 2022
83.86%
Average
81.09%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Roche Holding AG | 37.89% |
| CRISPR Therapeutics AG | 81.61% |
| Addex Therapeutics Ltd | -- |
| NLS Pharmaceutics Ltd | -- |
| Molecular Partners AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.21 |
| Beta (5Y) | 1.002 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.10% |
| Historical Sharpe Ratio (5Y) | -0.1863 |
| Historical Sortino (5Y) | -0.3261 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.77% |