Autolus Therapeutics PLC (AUTL)
4.15
+0.15
(+3.75%)
USD |
NASDAQ |
May 02, 14:56
Autolus Therapeutics Max Drawdown (5Y): 96.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 91.25% |
| July 31, 2020 | 91.25% |
| June 30, 2020 | 91.25% |
| May 31, 2020 | 91.25% |
| April 30, 2020 | 91.25% |
| March 31, 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
57.20%
Minimum
May 2019
96.58%
Maximum
Apr 2023
90.80%
Average
91.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Adaptimmune Therapeutics PLC | 96.57% |
| Biodexa Pharmaceuticals Plc | 100.00% |
| NuCana PLC | 98.68% |
| TC BioPharm (Holdings) PLC | -- |
| DBV Technologies SA | 97.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.16 |
| Beta (5Y) | 2.033 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.49% |
| Historical Sharpe Ratio (5Y) | -0.3989 |
| Historical Sortino (5Y) | -0.9238 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.60% |