Aurinia Pharmaceuticals Inc (AUPH)
8.84
+0.07
(+0.80%)
USD |
NASDAQ |
Nov 22, 13:38
Aurinia Pharmaceuticals Max Drawdown (5Y): 87.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.58% |
| September 30, 2024 | 87.58% |
| August 31, 2024 | 87.58% |
| July 31, 2024 | 87.58% |
| June 30, 2024 | 87.58% |
| May 31, 2024 | 87.58% |
| 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 | 87.58% |
| April 30, 2023 | 87.58% |
| March 31, 2023 | 87.58% |
| February 28, 2023 | 87.58% |
| January 31, 2023 | 87.58% |
| December 31, 2022 | 87.58% |
| November 30, 2022 | 85.97% |
| October 31, 2022 | 79.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.87% |
| August 31, 2022 | 77.75% |
| July 31, 2022 | 75.27% |
| June 30, 2022 | 72.96% |
| May 31, 2022 | 72.96% |
| April 30, 2022 | 69.62% |
| March 31, 2022 | 69.62% |
| February 28, 2022 | 63.19% |
| January 31, 2022 | 63.19% |
| December 31, 2021 | 63.19% |
| November 30, 2021 | 63.19% |
| October 31, 2021 | 63.19% |
| September 30, 2021 | 63.19% |
| August 31, 2021 | 63.19% |
| July 31, 2021 | 65.85% |
| June 30, 2021 | 65.85% |
| May 31, 2021 | 65.85% |
| April 30, 2021 | 65.85% |
| March 31, 2021 | 65.85% |
| February 28, 2021 | 65.85% |
| January 31, 2021 | 65.85% |
| December 31, 2020 | 67.17% |
| November 30, 2020 | 67.17% |
| October 31, 2020 | 67.17% |
| September 30, 2020 | 67.17% |
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
63.19%
Minimum
Aug 2021
87.58%
Maximum
Dec 2022
75.70%
Average
71.29%
Median
Max Drawdown (5Y) Benchmarks
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 99.02% |
| Xenon Pharmaceuticals Inc | 61.96% |
| ESSA Pharma Inc | 98.68% |
| ImmunoPrecise Antibodies Ltd | 97.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.89 |
| Beta (5Y) | 1.452 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.84% |
| Historical Sharpe Ratio (5Y) | 0.0791 |
| Historical Sortino (5Y) | 0.159 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.27% |