Astellas Pharma Inc (ALPMY)
9.55
-0.08
(-0.83%)
USD |
OTCM |
Apr 30, 15:59
Astellas Pharma Max Drawdown (5Y): 37.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 37.25% |
February 29, 2024 | 36.60% |
January 31, 2024 | 32.88% |
December 31, 2023 | 32.88% |
November 30, 2023 | 31.64% |
October 31, 2023 | 28.74% |
September 30, 2023 | 29.44% |
August 31, 2023 | 29.44% |
July 31, 2023 | 29.44% |
June 30, 2023 | 29.44% |
May 31, 2023 | 29.44% |
April 30, 2023 | 29.44% |
March 31, 2023 | 29.44% |
February 28, 2023 | 29.44% |
January 31, 2023 | 29.44% |
December 31, 2022 | 66.86% |
November 30, 2022 | 69.98% |
October 31, 2022 | 71.66% |
September 30, 2022 | 71.66% |
August 31, 2022 | 71.66% |
July 31, 2022 | 71.66% |
June 30, 2022 | 71.66% |
May 31, 2022 | 71.97% |
April 30, 2022 | 73.08% |
March 31, 2022 | 73.08% |
Date | Value |
---|---|
February 28, 2022 | 73.08% |
January 31, 2022 | 73.08% |
December 31, 2021 | 73.08% |
November 30, 2021 | 73.08% |
October 31, 2021 | 73.08% |
September 30, 2021 | 73.08% |
August 31, 2021 | 73.08% |
July 31, 2021 | 73.08% |
June 30, 2021 | 73.08% |
May 31, 2021 | 73.08% |
April 30, 2021 | 73.08% |
March 31, 2021 | 73.08% |
February 28, 2021 | 73.08% |
January 31, 2021 | 73.08% |
December 31, 2020 | 73.08% |
November 30, 2020 | 73.08% |
October 31, 2020 | 73.08% |
September 30, 2020 | 73.08% |
August 31, 2020 | 73.08% |
July 31, 2020 | 73.08% |
June 30, 2020 | 73.08% |
May 31, 2020 | 73.08% |
April 30, 2020 | 73.08% |
March 31, 2020 | 73.08% |
February 29, 2020 | 73.08% |
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
28.74%
Minimum
Oct 2023
73.08%
Maximum
Apr 2019
62.27%
Average
73.08%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Takeda Pharmaceutical Co Ltd | 54.24% |
Nxera Pharma Co Ltd | 95.29% |
PeptiDream Inc | 87.73% |
Stemcell Holdings Inc | -- |
Healios KK | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.14 |
Beta (5Y) | 0.3124 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.33% |
Historical Sharpe Ratio (5Y) | -0.2597 |
Historical Sortino (5Y) | -0.4777 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.60% |