Aurinia Pharmaceuticals Inc (AUPH)
5.125
-0.04
(-0.68%)
USD |
NASDAQ |
May 07, 16:00
5.125
0.00 (0.00%)
After-Hours: 18:07
Aurinia Pharmaceuticals Max Drawdown (5Y): 87.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.58% |
March 31, 2024 | 87.58% |
February 29, 2024 | 87.58% |
January 31, 2024 | 87.58% |
December 31, 2023 | 87.58% |
November 30, 2023 | 87.58% |
October 31, 2023 | 87.58% |
September 30, 2023 | 87.58% |
August 31, 2023 | 87.58% |
July 31, 2023 | 87.58% |
June 30, 2023 | 87.58% |
May 31, 2023 | 96.10% |
April 30, 2023 | 96.10% |
March 31, 2023 | 96.10% |
February 28, 2023 | 96.16% |
January 31, 2023 | 96.19% |
December 31, 2022 | 96.25% |
November 30, 2022 | 96.41% |
October 31, 2022 | 96.41% |
September 30, 2022 | 96.77% |
August 31, 2022 | 96.88% |
July 31, 2022 | 96.88% |
June 30, 2022 | 97.45% |
May 31, 2022 | 97.62% |
April 30, 2022 | 97.62% |
Date | Value |
---|---|
March 31, 2022 | 97.62% |
February 28, 2022 | 97.62% |
January 31, 2022 | 97.62% |
December 31, 2021 | 97.77% |
November 30, 2021 | 98.68% |
October 31, 2021 | 99.26% |
September 30, 2021 | 99.29% |
August 31, 2021 | 99.32% |
July 31, 2021 | 99.32% |
June 30, 2021 | 99.48% |
May 31, 2021 | 99.53% |
April 30, 2021 | 99.53% |
March 31, 2021 | 99.53% |
February 28, 2021 | 99.53% |
January 31, 2021 | 99.53% |
December 31, 2020 | 99.58% |
November 30, 2020 | 99.65% |
October 31, 2020 | 99.71% |
September 30, 2020 | 99.71% |
August 31, 2020 | 99.71% |
July 31, 2020 | 99.71% |
June 30, 2020 | 99.71% |
May 31, 2020 | 99.71% |
April 30, 2020 | 99.71% |
March 31, 2020 | 99.71% |
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
87.58%
Minimum
Jun 2023
99.73%
Maximum
May 2019
96.57%
Average
98.97%
Median
Max Drawdown (5Y) Benchmarks
Lexaria Bioscience Corp | 98.90% |
Acasti Pharma Inc | 98.73% |
Edesa Biotech Inc | 99.58% |
Xenon Pharmaceuticals Inc | 64.74% |
ESSA Pharma Inc | 99.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.95 |
Beta (5Y) | 1.358 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 123.4% |
Historical Sharpe Ratio (5Y) | -0.0472 |
Historical Sortino (5Y) | -0.1604 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.35% |