Anavex Life Sciences Corp (AVXL)
3.68
0.00 (0.00%)
USD |
NASDAQ |
Apr 23, 16:00
3.68
0.00 (0.00%)
After-Hours: 20:00
Anavex Life Sciences Max Drawdown (5Y): 84.51% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.51% |
| February 29, 2024 | 84.51% |
| January 31, 2024 | 84.51% |
| December 31, 2023 | 84.51% |
| November 30, 2023 | 86.18% |
| October 31, 2023 | 88.28% |
| September 30, 2023 | 91.28% |
| August 31, 2023 | 91.28% |
| July 31, 2023 | 91.28% |
| June 30, 2023 | 91.28% |
| May 31, 2023 | 91.28% |
| April 30, 2023 | 91.28% |
| March 31, 2023 | 91.28% |
| February 28, 2023 | 91.28% |
| January 31, 2023 | 91.28% |
| December 31, 2022 | 91.28% |
| November 30, 2022 | 91.28% |
| October 31, 2022 | 91.28% |
| September 30, 2022 | 91.28% |
| August 31, 2022 | 91.28% |
| July 31, 2022 | 91.28% |
| June 30, 2022 | 91.28% |
| May 31, 2022 | 91.28% |
| April 30, 2022 | 91.28% |
| March 31, 2022 | 91.28% |
| Date | Value |
|---|---|
| February 28, 2022 | 91.28% |
| January 31, 2022 | 91.28% |
| December 31, 2021 | 91.28% |
| November 30, 2021 | 91.28% |
| October 31, 2021 | 91.28% |
| September 30, 2021 | 91.28% |
| August 31, 2021 | 91.28% |
| July 31, 2021 | 91.28% |
| June 30, 2021 | 91.28% |
| May 31, 2021 | 91.28% |
| April 30, 2021 | 91.28% |
| March 31, 2021 | 91.28% |
| February 28, 2021 | 91.28% |
| January 31, 2021 | 91.28% |
| December 31, 2020 | 91.28% |
| November 30, 2020 | 91.28% |
| October 31, 2020 | 91.28% |
| September 30, 2020 | 91.28% |
| August 31, 2020 | 91.28% |
| July 31, 2020 | 91.28% |
| June 30, 2020 | 91.28% |
| May 31, 2020 | 91.28% |
| April 30, 2020 | 91.28% |
| March 31, 2020 | 92.52% |
| February 29, 2020 | 92.73% |
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
84.51%
Minimum
Dec 2023
96.43%
Maximum
Apr 2019
91.55%
Average
91.28%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Ventyx Biosciences Inc | -- |
| Checkpoint Therapeutics Inc | 97.22% |
| Vertex Pharmaceuticals Inc | 41.60% |
| Sarepta Therapeutics Inc | 64.93% |
| NovaBay Pharmaceuticals Inc | 99.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.505 |
| Beta (5Y) | 0.558 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.39% |
| Historical Sharpe Ratio (5Y) | 0.0912 |
| Historical Sortino (5Y) | 0.2488 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.47% |