Ascendis Pharma AS (ASND)
128.51
+5.87
(+4.79%)
USD |
NASDAQ |
Nov 22, 12:52
Ascendis Pharma Max Drawdown (5Y): 61.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.72% |
| September 30, 2024 | 61.72% |
| August 31, 2024 | 61.72% |
| July 31, 2024 | 61.72% |
| June 30, 2024 | 61.72% |
| May 31, 2024 | 61.72% |
| April 30, 2024 | 61.72% |
| March 31, 2024 | 61.72% |
| February 29, 2024 | 61.72% |
| January 31, 2024 | 61.72% |
| December 31, 2023 | 61.72% |
| November 30, 2023 | 61.72% |
| October 31, 2023 | 61.72% |
| September 30, 2023 | 61.72% |
| August 31, 2023 | 61.72% |
| July 31, 2023 | 61.72% |
| June 30, 2023 | 61.72% |
| May 31, 2023 | 61.72% |
| April 30, 2023 | 61.72% |
| March 31, 2023 | 57.28% |
| February 28, 2023 | 57.28% |
| January 31, 2023 | 57.28% |
| December 31, 2022 | 57.28% |
| November 30, 2022 | 57.28% |
| October 31, 2022 | 57.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.28% |
| August 31, 2022 | 57.28% |
| July 31, 2022 | 57.28% |
| June 30, 2022 | 57.28% |
| May 31, 2022 | 57.28% |
| April 30, 2022 | 50.06% |
| March 31, 2022 | 44.09% |
| February 28, 2022 | 41.35% |
| January 31, 2022 | 40.92% |
| December 31, 2021 | 38.35% |
| November 30, 2021 | 38.35% |
| October 31, 2021 | 38.35% |
| September 30, 2021 | 38.35% |
| August 31, 2021 | 38.35% |
| July 31, 2021 | 38.35% |
| June 30, 2021 | 40.82% |
| May 31, 2021 | 42.92% |
| April 30, 2021 | 42.92% |
| March 31, 2021 | 42.92% |
| February 28, 2021 | 42.92% |
| January 31, 2021 | 42.92% |
| December 31, 2020 | 42.92% |
| November 30, 2020 | 42.92% |
| October 31, 2020 | 42.92% |
| September 30, 2020 | 42.92% |
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
38.35%
Minimum
Jul 2021
61.72%
Maximum
Apr 2023
51.09%
Average
53.67%
Median
Max Drawdown (5Y) Benchmarks
| Novo Nordisk AS | 23.65% |
| Evaxion Biotech AS | -- |
| Trinity Biotech PLC | 96.74% |
| Biodexa Pharmaceuticals PLC | 100.00% |
| NuCana PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.734 |
| Beta (5Y) | 0.6579 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.06% |
| Historical Sharpe Ratio (5Y) | -0.0059 |
| Historical Sortino (5Y) | -0.0098 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.99% |