Ascendis Pharma A/S (ASND)
138.50
-4.68
(-3.27%)
USD |
NASDAQ |
Apr 25, 10:39
Ascendis Pharma Max Drawdown (5Y): 61.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 33.45% |
| May 31, 2021 | 34.39% |
| April 30, 2021 | 40.82% |
| 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% |
| August 31, 2020 | 42.92% |
| July 31, 2020 | 42.92% |
| June 30, 2020 | 42.92% |
| May 31, 2020 | 42.92% |
| April 30, 2020 | 42.92% |
| March 31, 2020 | 42.92% |
| February 29, 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
33.45%
Minimum
Jun 2021
61.72%
Maximum
Apr 2023
48.60%
Average
42.92%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Evaxion Biotech AS | -- |
| Autolus Therapeutics PLC | 96.58% |
| Adaptimmune Therapeutics PLC | 96.57% |
| NuCana PLC | 98.59% |
| TC BioPharm (Holdings) PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.407 |
| Beta (5Y) | 0.5013 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.72% |
| Historical Sharpe Ratio (5Y) | 0.0752 |
| Historical Sortino (5Y) | 0.1282 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.98% |