Fagron SA (ARSUF)
18.59
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Fagron Max Drawdown (5Y): 62.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 62.23% |
| March 31, 2024 | 62.23% |
| February 29, 2024 | 68.35% |
| January 31, 2024 | 68.35% |
| December 31, 2023 | 68.35% |
| November 30, 2023 | 69.00% |
| October 31, 2023 | 73.19% |
| September 30, 2023 | 73.19% |
| August 31, 2023 | 73.19% |
| July 31, 2023 | 73.19% |
| June 30, 2023 | 73.19% |
| May 31, 2023 | 73.19% |
| April 30, 2023 | 73.19% |
| March 31, 2023 | 73.19% |
| February 28, 2023 | 73.19% |
| January 31, 2023 | 73.19% |
| December 31, 2022 | 73.19% |
| November 30, 2022 | 76.32% |
| October 31, 2022 | 76.32% |
| September 30, 2022 | 78.18% |
| August 31, 2022 | 78.18% |
| July 31, 2022 | 78.18% |
| June 30, 2022 | 78.18% |
| May 31, 2022 | 78.18% |
| April 30, 2022 | 78.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 78.84% |
| February 28, 2022 | 78.84% |
| January 31, 2022 | 78.84% |
| December 31, 2021 | 81.35% |
| November 30, 2021 | 81.35% |
| October 31, 2021 | 81.35% |
| September 30, 2021 | 81.35% |
| August 31, 2021 | 81.35% |
| July 31, 2021 | 81.35% |
| June 30, 2021 | 85.44% |
| May 31, 2021 | 85.44% |
| April 30, 2021 | 85.44% |
| March 31, 2021 | 85.44% |
| February 28, 2021 | 85.44% |
| January 31, 2021 | 89.67% |
| December 31, 2020 | 89.67% |
| November 30, 2020 | 89.67% |
| October 31, 2020 | 89.67% |
| September 30, 2020 | 89.67% |
| August 31, 2020 | 89.67% |
| July 31, 2020 | 89.67% |
| June 30, 2020 | 89.67% |
| May 31, 2020 | 89.67% |
| April 30, 2020 | 89.67% |
| March 31, 2020 | 89.67% |
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
62.23%
Minimum
Mar 2024
89.67%
Maximum
May 2019
81.01%
Average
81.35%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| uniQure NV | 94.32% |
| ProQR Therapeutics NV | 97.50% |
| Merus NV | 67.42% |
| argenx SE | 38.20% |
| Pharming Group | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.78 |
| Beta (5Y) | 0.8296 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.56% |
| Historical Sharpe Ratio (5Y) | -0.0409 |
| Historical Sortino (5Y) | -0.0696 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.57% |