Autolus Therapeutics PLC (AUTL)
3.345
-0.16
(-4.43%)
USD |
NASDAQ |
Nov 04, 16:00
3.345
0.00 (0.00%)
After-Hours: 20:00
Autolus Therapeutics Max Drawdown (5Y): 96.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.58% |
| September 30, 2024 | 96.58% |
| August 31, 2024 | 96.58% |
| July 31, 2024 | 96.58% |
| June 30, 2024 | 96.58% |
| May 31, 2024 | 96.58% |
| April 30, 2024 | 96.58% |
| March 31, 2024 | 96.58% |
| February 29, 2024 | 96.58% |
| January 31, 2024 | 96.58% |
| December 31, 2023 | 96.58% |
| November 30, 2023 | 96.58% |
| October 31, 2023 | 96.58% |
| September 30, 2023 | 96.58% |
| August 31, 2023 | 96.58% |
| July 31, 2023 | 96.58% |
| June 30, 2023 | 96.58% |
| May 31, 2023 | 96.58% |
| April 30, 2023 | 96.58% |
| March 31, 2023 | 96.38% |
| February 28, 2023 | 96.38% |
| January 31, 2023 | 96.38% |
| December 31, 2022 | 96.38% |
| November 30, 2022 | 95.83% |
| October 31, 2022 | 95.75% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.75% |
| August 31, 2022 | 95.75% |
| July 31, 2022 | 95.75% |
| June 30, 2022 | 95.75% |
| May 31, 2022 | 95.38% |
| April 30, 2022 | 93.50% |
| March 31, 2022 | 92.67% |
| February 28, 2022 | 92.23% |
| January 31, 2022 | 92.23% |
| December 31, 2021 | 91.25% |
| November 30, 2021 | 91.25% |
| October 31, 2021 | 91.25% |
| September 30, 2021 | 91.25% |
| August 31, 2021 | 91.25% |
| July 31, 2021 | 91.25% |
| June 30, 2021 | 91.25% |
| May 31, 2021 | 91.25% |
| April 30, 2021 | 91.25% |
| March 31, 2021 | 91.25% |
| February 28, 2021 | 91.25% |
| January 31, 2021 | 91.25% |
| December 31, 2020 | 91.25% |
| November 30, 2020 | 91.25% |
| October 31, 2020 | 91.25% |
| September 30, 2020 | 91.25% |
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
79.61%
Minimum
Nov 2019
96.58%
Maximum
Apr 2023
93.18%
Average
94.44%
Median
Max Drawdown (5Y) Benchmarks
| Adaptimmune Therapeutics PLC | 96.45% |
| Biodexa Pharmaceuticals PLC | 100.00% |
| NuCana PLC | 99.28% |
| TC BioPharm (Holdings) PLC | -- |
| Verona Pharma PLC | 89.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.13 |
| Beta (5Y) | 2.043 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.98% |
| Historical Sharpe Ratio (5Y) | -0.2879 |
| Historical Sortino (5Y) | -0.6811 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.60% |