Algernon Pharmaceuticals Inc (AGNPF)
0.082
0.00 (0.00%)
USD |
OTCM |
Jun 25, 16:00
Algernon Pharmaceuticals Max Drawdown (5Y): 99.60% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 99.60% |
| April 30, 2024 | 99.60% |
| March 31, 2024 | 99.60% |
| February 29, 2024 | 99.60% |
| January 31, 2024 | 99.60% |
| December 31, 2023 | 99.60% |
| November 30, 2023 | 99.60% |
| October 31, 2023 | 99.52% |
| September 30, 2023 | 99.00% |
| August 31, 2023 | 98.89% |
| July 31, 2023 | 98.67% |
| June 30, 2023 | 98.67% |
| May 31, 2023 | 98.48% |
| April 30, 2023 | 98.29% |
| March 31, 2023 | 97.96% |
| February 28, 2023 | 97.49% |
| January 31, 2023 | 97.49% |
| December 31, 2022 | 97.49% |
| November 30, 2022 | 97.49% |
| October 31, 2022 | 97.42% |
| September 30, 2022 | 96.79% |
| August 31, 2022 | 96.79% |
| July 31, 2022 | 96.79% |
| June 30, 2022 | 96.16% |
| May 31, 2022 | 96.16% |
| Date | Value |
|---|---|
| April 30, 2022 | 96.16% |
| March 31, 2022 | 96.16% |
| February 28, 2022 | 96.16% |
| January 31, 2022 | 96.16% |
| December 31, 2021 | 96.16% |
| November 30, 2021 | 96.05% |
| October 31, 2021 | 96.05% |
| September 30, 2021 | 96.05% |
| August 31, 2021 | 96.05% |
| July 31, 2021 | 96.05% |
| June 30, 2021 | 96.05% |
| May 31, 2021 | 96.05% |
| April 30, 2021 | 96.05% |
| March 31, 2021 | 96.05% |
| February 28, 2021 | 96.05% |
| January 31, 2021 | 96.05% |
| December 31, 2020 | 96.05% |
| November 30, 2020 | 96.05% |
| October 31, 2020 | 96.05% |
| September 30, 2020 | 96.05% |
| August 31, 2020 | 96.05% |
| July 31, 2020 | 96.05% |
| June 30, 2020 | 96.05% |
| May 31, 2020 | 96.05% |
| April 30, 2020 | 96.05% |
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
89.30%
Minimum
Jun 2019
99.60%
Maximum
Nov 2023
96.51%
Average
96.10%
Median
Max Drawdown (5Y) Benchmarks
| Acasti Pharma Inc | 98.73% |
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 98.90% |
| Xenon Pharmaceuticals Inc | 64.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.53 |
| Beta (5Y) | -0.0044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 131.0% |
| Historical Sharpe Ratio (5Y) | -0.4166 |
| Historical Sortino (5Y) | -1.083 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.60% |