Alector Inc (ALEC)
5.39
+0.05
(+0.94%)
USD |
NASDAQ |
May 03, 16:00
5.40
+0.01
(+0.19%)
After-Hours: 20:00
Alector Max Drawdown (5Y): 90.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.45% |
| March 31, 2024 | 90.45% |
| February 29, 2024 | 90.45% |
| January 31, 2024 | 90.45% |
| December 31, 2023 | 90.45% |
| November 30, 2023 | 90.45% |
| October 31, 2023 | 87.03% |
| September 30, 2023 | 86.84% |
| August 31, 2023 | 86.20% |
| July 31, 2023 | 85.19% |
| June 30, 2023 | 85.19% |
| May 31, 2023 | 85.19% |
| April 30, 2023 | 85.19% |
| March 31, 2023 | 85.19% |
| February 28, 2023 | 82.58% |
| January 31, 2023 | 82.58% |
| December 31, 2022 | 82.58% |
| November 30, 2022 | 82.58% |
| October 31, 2022 | 80.63% |
| September 30, 2022 | 80.63% |
| August 31, 2022 | 80.63% |
| July 31, 2022 | 80.63% |
| June 30, 2022 | 80.63% |
| May 31, 2022 | 80.63% |
| April 30, 2022 | 75.69% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.36% |
| February 28, 2022 | 73.36% |
| January 31, 2022 | 73.36% |
| December 31, 2021 | 73.36% |
| November 30, 2021 | 73.36% |
| October 31, 2021 | 73.36% |
| September 30, 2021 | 73.36% |
| August 31, 2021 | 73.36% |
| July 31, 2021 | 73.36% |
| June 30, 2021 | 73.36% |
| May 31, 2021 | 73.36% |
| April 30, 2021 | 73.36% |
| March 31, 2021 | 73.36% |
| February 28, 2021 | 73.36% |
| January 31, 2021 | 73.36% |
| December 31, 2020 | 73.36% |
| November 30, 2020 | 73.36% |
| October 31, 2020 | 73.36% |
| September 30, 2020 | 70.14% |
| August 31, 2020 | 65.02% |
| July 31, 2020 | 55.58% |
| June 30, 2020 | 46.37% |
| May 31, 2020 | 46.37% |
| April 30, 2020 | 46.37% |
| March 31, 2020 | 46.37% |
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
36.00%
Minimum
May 2019
90.45%
Maximum
Nov 2023
70.82%
Average
73.36%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| AbbVie Inc | 45.08% |
| NovaBay Pharmaceuticals Inc | 99.91% |
| Palatin Technologies Inc | 96.46% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.06 |
| Beta (5Y) | 0.8203 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.63% |
| Historical Sharpe Ratio (5Y) | -0.3296 |
| Historical Sortino (5Y) | -0.7488 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.03% |