Allogene Therapeutics Inc (ALLO)
2.755
-0.10
(-3.67%)
USD |
NASDAQ |
May 10, 16:00
2.755
0.00 (0.00%)
After-Hours: 18:45
Allogene Therapeutics Max Drawdown (5Y): 95.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.78% |
| March 31, 2024 | 95.78% |
| February 29, 2024 | 95.78% |
| January 31, 2024 | 95.78% |
| December 31, 2023 | 95.78% |
| November 30, 2023 | 95.78% |
| October 31, 2023 | 95.32% |
| September 30, 2023 | 94.13% |
| August 31, 2023 | 93.01% |
| July 31, 2023 | 91.62% |
| June 30, 2023 | 91.62% |
| May 31, 2023 | 91.62% |
| April 30, 2023 | 91.62% |
| March 31, 2023 | 90.90% |
| February 28, 2023 | 89.60% |
| January 31, 2023 | 89.60% |
| December 31, 2022 | 89.60% |
| November 30, 2022 | 87.45% |
| October 31, 2022 | 87.45% |
| September 30, 2022 | 87.45% |
| August 31, 2022 | 87.45% |
| July 31, 2022 | 87.45% |
| June 30, 2022 | 87.45% |
| May 31, 2022 | 87.45% |
| April 30, 2022 | 85.92% |
| Date | Value |
|---|---|
| March 31, 2022 | 85.84% |
| February 28, 2022 | 83.07% |
| January 31, 2022 | 80.57% |
| December 31, 2021 | 75.70% |
| November 30, 2021 | 75.70% |
| October 31, 2021 | 75.70% |
| September 30, 2021 | 61.12% |
| August 31, 2021 | 61.12% |
| July 31, 2021 | 60.01% |
| June 30, 2021 | 56.53% |
| May 31, 2021 | 54.20% |
| April 30, 2021 | 53.29% |
| March 31, 2021 | 53.29% |
| February 28, 2021 | 53.29% |
| January 31, 2021 | 53.29% |
| December 31, 2020 | 53.29% |
| November 30, 2020 | 48.56% |
| October 31, 2020 | 45.29% |
| September 30, 2020 | 45.29% |
| August 31, 2020 | 45.29% |
| July 31, 2020 | 45.29% |
| June 30, 2020 | 45.29% |
| May 31, 2020 | 45.29% |
| April 30, 2020 | 45.29% |
| March 31, 2020 | 45.29% |
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
27.57%
Minimum
May 2019
95.78%
Maximum
Nov 2023
66.97%
Average
75.70%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Agenus Inc | 96.18% |
| ANI Pharmaceuticals Inc | 72.96% |
| Vaxart Inc | 99.06% |
| aTyr Pharma Inc | 99.44% |
| PAVmed Inc | 98.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.05 |
| Beta (5Y) | 0.9037 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.94% |
| Historical Sharpe Ratio (5Y) | -0.5406 |
| Historical Sortino (5Y) | -1.209 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.21% |