Anavex Life Sciences Corp (AVXL)
7.685
+0.40
(+5.42%)
USD |
NASDAQ |
Nov 05, 16:00
7.71
+0.02
(+0.33%)
After-Hours: 20:00
Anavex Life Sciences Max Drawdown (5Y): 88.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.25% |
| September 30, 2024 | 88.25% |
| August 31, 2024 | 88.25% |
| July 31, 2024 | 88.25% |
| June 30, 2024 | 88.25% |
| May 31, 2024 | 88.25% |
| April 30, 2024 | 88.25% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
96.38%
Maximum
Nov 2019
90.60%
Average
91.28%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Baxter International Inc | 64.18% |
| Bruker Corp | 46.31% |
| BioXcel Therapeutics Inc | 99.20% |
| AdaptHealth Corp | 83.84% |
| NovaBay Pharmaceuticals Inc | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.305 |
| Beta (5Y) | 0.6044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.19% |
| Historical Sharpe Ratio (5Y) | 0.1742 |
| Historical Sortino (5Y) | 0.4904 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.19% |