AC Immune SA (ACIU)
3.29
+0.05
(+1.54%)
USD |
NASDAQ |
Nov 21, 16:00
3.285
0.00 (0.00%)
After-Hours: 20:00
AC Immune Max Drawdown (5Y): 89.55% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.55% |
| September 30, 2024 | 89.55% |
| August 31, 2024 | 89.55% |
| July 31, 2024 | 89.55% |
| June 30, 2024 | 89.55% |
| May 31, 2024 | 89.55% |
| April 30, 2024 | 89.55% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
89.55%
Maximum
Dec 2022
84.85%
Average
82.83%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.51 |
| Beta (5Y) | 1.281 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.48% |
| Historical Sharpe Ratio (5Y) | -0.2094 |
| Historical Sortino (5Y) | -0.4041 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.03% |