Ambu A/S (AMBBY)
16.12
0.00 (0.00%)
USD |
OTCM |
May 10, 16:00
Ambu Max Drawdown (5Y): 86.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.14% |
| March 31, 2024 | 86.14% |
| February 29, 2024 | 86.14% |
| January 31, 2024 | 86.14% |
| December 31, 2023 | 86.14% |
| November 30, 2023 | 86.14% |
| October 31, 2023 | 86.14% |
| September 30, 2023 | 86.14% |
| August 31, 2023 | 86.14% |
| July 31, 2023 | 86.14% |
| June 30, 2023 | 86.14% |
| May 31, 2023 | 86.14% |
| April 30, 2023 | 86.14% |
| March 31, 2023 | 86.14% |
| February 28, 2023 | 86.14% |
| January 31, 2023 | 86.14% |
| December 31, 2022 | 86.14% |
| November 30, 2022 | 86.14% |
| October 31, 2022 | 86.14% |
| September 30, 2022 | 86.14% |
| August 31, 2022 | 84.22% |
| July 31, 2022 | 84.05% |
| June 30, 2022 | 83.74% |
| May 31, 2022 | 79.71% |
| April 30, 2022 | 77.62% |
| Date | Value |
|---|---|
| March 31, 2022 | 76.40% |
| February 28, 2022 | 73.18% |
| January 31, 2022 | 65.54% |
| December 31, 2021 | 61.22% |
| November 30, 2021 | 61.22% |
| October 31, 2021 | 61.22% |
| September 30, 2021 | 61.22% |
| August 31, 2021 | 61.22% |
| July 31, 2021 | 61.22% |
| June 30, 2021 | 61.22% |
| May 31, 2021 | 61.22% |
| April 30, 2021 | 61.22% |
| March 31, 2021 | 61.22% |
| February 28, 2021 | 61.22% |
| January 31, 2021 | 61.22% |
| December 31, 2020 | 61.22% |
| November 30, 2020 | 61.22% |
| October 31, 2020 | 61.22% |
| September 30, 2020 | 61.22% |
| August 31, 2020 | 61.22% |
| July 31, 2020 | 61.22% |
| June 30, 2020 | 61.22% |
| May 31, 2020 | 61.22% |
| April 30, 2020 | 61.22% |
| March 31, 2020 | 61.22% |
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
55.65%
Minimum
May 2019
86.14%
Maximum
Sep 2022
71.68%
Average
61.22%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Genmab A/S | 45.75% |
| Ascendis Pharma A/S | 61.72% |
| Galecto Inc | -- |
| Evaxion Biotech AS | -- |
| IO Biotech Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.50 |
| Beta (5Y) | 1.194 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.30% |
| Historical Sharpe Ratio (5Y) | -0.2475 |
| Historical Sortino (5Y) | -0.4588 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.37% |