Amarin Corp PLC (AMRN)
0.5249
+0.03
(+6.17%)
USD |
NASDAQ |
Nov 21, 16:00
0.5286
0.00 (0.00%)
Pre-Market: 08:39
Amarin Max Drawdown (5Y): 97.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.65% |
| September 30, 2024 | 97.65% |
| August 31, 2024 | 97.49% |
| July 31, 2024 | 97.40% |
| June 30, 2024 | 97.40% |
| May 31, 2024 | 97.26% |
| April 30, 2024 | 97.26% |
| March 31, 2024 | 97.26% |
| February 29, 2024 | 97.26% |
| January 31, 2024 | 97.26% |
| December 31, 2023 | 97.26% |
| November 30, 2023 | 97.26% |
| October 31, 2023 | 97.16% |
| September 30, 2023 | 96.50% |
| August 31, 2023 | 95.81% |
| July 31, 2023 | 95.56% |
| June 30, 2023 | 95.56% |
| May 31, 2023 | 95.56% |
| April 30, 2023 | 95.56% |
| March 31, 2023 | 95.56% |
| February 28, 2023 | 95.56% |
| January 31, 2023 | 95.56% |
| December 31, 2022 | 95.56% |
| November 30, 2022 | 95.56% |
| October 31, 2022 | 95.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.48% |
| August 31, 2022 | 95.32% |
| July 31, 2022 | 95.32% |
| June 30, 2022 | 95.32% |
| May 31, 2022 | 95.32% |
| April 30, 2022 | 88.85% |
| March 31, 2022 | 88.18% |
| February 28, 2022 | 87.60% |
| January 31, 2022 | 87.60% |
| December 31, 2021 | 86.57% |
| November 30, 2021 | 85.24% |
| October 31, 2021 | 84.91% |
| September 30, 2021 | 84.91% |
| August 31, 2021 | 84.91% |
| July 31, 2021 | 84.91% |
| June 30, 2021 | 86.16% |
| May 31, 2021 | 88.78% |
| April 30, 2021 | 92.21% |
| March 31, 2021 | 92.21% |
| February 28, 2021 | 92.87% |
| January 31, 2021 | 93.49% |
| December 31, 2020 | 93.49% |
| November 30, 2020 | 93.49% |
| October 31, 2020 | 93.49% |
| September 30, 2020 | 93.49% |
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
84.91%
Minimum
Jul 2021
97.65%
Maximum
Sep 2024
93.54%
Average
95.17%
Median
Max Drawdown (5Y) Benchmarks
| Trinity Biotech PLC | 96.74% |
| Adaptimmune Therapeutics PLC | 96.57% |
| Akari Therapeutics PLC | 98.63% |
| NuCana PLC | -- |
| TC BioPharm (Holdings) PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -75.94 |
| Beta (5Y) | 1.922 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.79% |
| Historical Sharpe Ratio (5Y) | -0.7025 |
| Historical Sortino (5Y) | -1.118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.53% |