Akebia Therapeutics Inc (AKBA)
1.39
-0.07
(-4.79%)
USD |
NASDAQ |
Apr 15, 16:00
1.375
-0.02
(-1.08%)
After-Hours: 20:00
Akebia Therapeutics Max Drawdown (5Y): 98.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.40% |
| February 29, 2024 | 98.40% |
| January 31, 2024 | 98.40% |
| December 31, 2023 | 98.40% |
| November 30, 2023 | 98.40% |
| October 31, 2023 | 98.40% |
| September 30, 2023 | 98.40% |
| August 31, 2023 | 98.40% |
| July 31, 2023 | 98.40% |
| June 30, 2023 | 98.40% |
| May 31, 2023 | 98.40% |
| April 30, 2023 | 98.40% |
| March 31, 2023 | 98.40% |
| February 28, 2023 | 98.40% |
| January 31, 2023 | 98.40% |
| December 31, 2022 | 98.40% |
| November 30, 2022 | 98.40% |
| October 31, 2022 | 98.39% |
| September 30, 2022 | 98.39% |
| August 31, 2022 | 98.39% |
| July 31, 2022 | 98.39% |
| June 30, 2022 | 98.39% |
| May 31, 2022 | 98.39% |
| April 30, 2022 | 97.89% |
| March 31, 2022 | 96.35% |
| Date | Value |
|---|---|
| February 28, 2022 | 91.15% |
| January 31, 2022 | 90.70% |
| December 31, 2021 | 88.71% |
| November 30, 2021 | 88.71% |
| October 31, 2021 | 88.71% |
| September 30, 2021 | 88.71% |
| August 31, 2021 | 88.71% |
| July 31, 2021 | 88.71% |
| June 30, 2021 | 88.71% |
| May 31, 2021 | 88.71% |
| April 30, 2021 | 88.71% |
| March 31, 2021 | 88.71% |
| February 28, 2021 | 88.71% |
| January 31, 2021 | 88.71% |
| December 31, 2020 | 88.71% |
| November 30, 2020 | 88.71% |
| October 31, 2020 | 88.71% |
| September 30, 2020 | 87.85% |
| August 31, 2020 | 84.21% |
| July 31, 2020 | 84.21% |
| June 30, 2020 | 84.21% |
| May 31, 2020 | 84.21% |
| April 30, 2020 | 84.21% |
| March 31, 2020 | 84.21% |
| February 29, 2020 | 84.21% |
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
81.52%
Minimum
Apr 2019
98.40%
Maximum
Nov 2022
91.42%
Average
88.71%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Ocugen Inc | 99.96% |
| Aquestive Therapeutics Inc | 96.68% |
| SELLAS Life Sciences Group Inc | 100.00% |
| Protagonist Therapeutics Inc | 85.79% |
| Stoke Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.27 |
| Beta (5Y) | 0.7945 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 110.8% |
| Historical Sharpe Ratio (5Y) | -0.2518 |
| Historical Sortino (5Y) | -0.4307 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.29% |