Ayala Pharmaceuticals Inc (ADXS)
0.572
0.00 (0.00%)
USD |
OTCM |
Apr 19, 14:09
Ayala Pharmaceuticals Max Drawdown (5Y): 99.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.98% |
| February 29, 2024 | 99.98% |
| January 31, 2024 | 99.98% |
| December 31, 2023 | 99.98% |
| November 30, 2023 | 99.98% |
| October 31, 2023 | 99.98% |
| September 30, 2023 | 99.98% |
| August 31, 2023 | 99.98% |
| July 31, 2023 | 99.98% |
| June 30, 2023 | 99.98% |
| May 31, 2023 | 99.98% |
| April 30, 2023 | 99.98% |
| March 31, 2023 | 99.98% |
| February 28, 2023 | 99.98% |
| January 31, 2023 | 99.98% |
| December 31, 2022 | 99.96% |
| November 30, 2022 | 99.96% |
| October 31, 2022 | 99.96% |
| September 30, 2022 | 99.96% |
| August 31, 2022 | 99.96% |
| July 31, 2022 | 99.96% |
| June 30, 2022 | 99.96% |
| May 31, 2022 | 99.95% |
| April 30, 2022 | 99.94% |
| March 31, 2022 | 99.94% |
| Date | Value |
|---|---|
| February 28, 2022 | 99.94% |
| January 31, 2022 | 99.94% |
| December 31, 2021 | 99.94% |
| November 30, 2021 | 99.94% |
| October 31, 2021 | 99.94% |
| September 30, 2021 | 99.94% |
| August 31, 2021 | 99.94% |
| July 31, 2021 | 99.94% |
| June 30, 2021 | 99.94% |
| May 31, 2021 | 99.94% |
| April 30, 2021 | 99.94% |
| March 31, 2021 | 99.94% |
| February 28, 2021 | 99.94% |
| January 31, 2021 | 99.94% |
| December 31, 2020 | 99.94% |
| November 30, 2020 | 99.94% |
| October 31, 2020 | 99.94% |
| September 30, 2020 | 99.94% |
| August 31, 2020 | 99.94% |
| July 31, 2020 | 99.94% |
| June 30, 2020 | 99.94% |
| May 31, 2020 | 99.94% |
| April 30, 2020 | 99.94% |
| March 31, 2020 | 99.94% |
| February 29, 2020 | 99.94% |
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
99.36%
Minimum
Apr 2019
99.98%
Maximum
Jan 2023
99.93%
Average
99.94%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
| Taro Pharmaceutical Industries Ltd | 78.88% |
| InspireMD Inc | 100.00% |
| BiomX Inc | 98.75% |
| Alpha Tau Medical Ltd | -- |
| Pluri Inc | 96.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -96.44 |
| Beta (5Y) | 1.618 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 158.5% |
| Historical Sharpe Ratio (5Y) | -0.4752 |
| Historical Sortino (5Y) | -1.33 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.76% |