ANGLE PLC (ANPCY)
1.89
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
ANGLE Max Drawdown (5Y): 94.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.62% |
| March 31, 2024 | 94.62% |
| February 29, 2024 | 94.62% |
| January 31, 2024 | 94.62% |
| December 31, 2023 | 94.62% |
| November 30, 2023 | 94.62% |
| October 31, 2023 | 94.24% |
| September 30, 2023 | 93.19% |
| August 31, 2023 | 93.19% |
| July 31, 2023 | 93.05% |
| June 30, 2023 | 92.81% |
| May 31, 2023 | 90.10% |
| April 30, 2023 | 88.57% |
| March 31, 2023 | 88.57% |
| February 28, 2023 | 83.40% |
| January 31, 2023 | 82.81% |
| December 31, 2022 | 72.81% |
| November 30, 2022 | 72.81% |
| October 31, 2022 | 72.81% |
| September 30, 2022 | 67.48% |
| August 31, 2022 | 63.34% |
| July 31, 2022 | 63.34% |
| June 30, 2022 | 63.34% |
| May 31, 2022 | 63.34% |
| April 30, 2022 | 63.34% |
| Date | Value |
|---|---|
| March 31, 2022 | 63.34% |
| February 28, 2022 | 63.34% |
| January 31, 2022 | 63.34% |
| December 31, 2021 | 63.34% |
| November 30, 2021 | 63.34% |
| October 31, 2021 | 63.34% |
| September 30, 2021 | 63.34% |
| August 31, 2021 | 63.34% |
| July 31, 2021 | 63.34% |
| June 30, 2021 | 63.34% |
| May 31, 2021 | 63.34% |
| April 30, 2021 | 63.34% |
| March 31, 2021 | 63.34% |
| February 28, 2021 | 63.34% |
| January 31, 2021 | 63.34% |
| December 31, 2020 | 63.34% |
| November 30, 2020 | 62.72% |
| October 31, 2020 | 62.72% |
| September 30, 2020 | 62.72% |
| August 31, 2020 | 62.72% |
| July 31, 2020 | 62.72% |
| June 30, 2020 | 62.72% |
| May 31, 2020 | 62.72% |
| April 30, 2020 | 62.72% |
| March 31, 2020 | 62.72% |
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
62.72%
Minimum
May 2019
94.62%
Maximum
Nov 2023
71.26%
Average
63.34%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| AstraZeneca PLC | 24.93% |
| Adaptimmune Therapeutics PLC | 96.57% |
| Biodexa Pharmaceuticals Plc | 100.00% |
| Verona Pharma PLC | 89.71% |
| NuCana PLC | 98.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.10 |
| Beta (5Y) | 0.3855 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.82% |
| Historical Sharpe Ratio (5Y) | -0.3528 |
| Historical Sortino (5Y) | -0.5939 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.36% |