Codexis Inc (CDXS)
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Apr 26, 16:00
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After-Hours: 20:00
Codexis Max Drawdown (5Y): 96.41% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.41% |
| February 29, 2024 | 96.41% |
| January 31, 2024 | 96.41% |
| December 31, 2023 | 96.41% |
| November 30, 2023 | 96.41% |
| October 31, 2023 | 96.41% |
| September 30, 2023 | 96.41% |
| August 31, 2023 | 96.10% |
| July 31, 2023 | 94.71% |
| June 30, 2023 | 94.71% |
| May 31, 2023 | 94.71% |
| April 30, 2023 | 90.88% |
| March 31, 2023 | 90.88% |
| February 28, 2023 | 89.80% |
| January 31, 2023 | 89.80% |
| December 31, 2022 | 89.80% |
| November 30, 2022 | 88.08% |
| October 31, 2022 | 88.08% |
| September 30, 2022 | 85.50% |
| August 31, 2022 | 84.04% |
| July 31, 2022 | 84.04% |
| June 30, 2022 | 80.01% |
| May 31, 2022 | 76.78% |
| April 30, 2022 | 71.21% |
| March 31, 2022 | 61.10% |
| Date | Value |
|---|---|
| February 28, 2022 | 61.10% |
| January 31, 2022 | 61.10% |
| December 31, 2021 | 61.10% |
| November 30, 2021 | 61.10% |
| October 31, 2021 | 61.10% |
| September 30, 2021 | 61.10% |
| August 31, 2021 | 61.10% |
| July 31, 2021 | 61.10% |
| June 30, 2021 | 61.10% |
| May 31, 2021 | 61.10% |
| April 30, 2021 | 61.10% |
| March 31, 2021 | 61.10% |
| February 28, 2021 | 68.55% |
| January 31, 2021 | 70.42% |
| December 31, 2020 | 72.51% |
| November 30, 2020 | 72.51% |
| October 31, 2020 | 72.51% |
| September 30, 2020 | 72.51% |
| August 31, 2020 | 72.51% |
| July 31, 2020 | 74.73% |
| June 30, 2020 | 74.73% |
| May 31, 2020 | 74.73% |
| April 30, 2020 | 74.73% |
| March 31, 2020 | 74.73% |
| February 29, 2020 | 74.73% |
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
61.10%
Minimum
Mar 2021
96.41%
Maximum
Sep 2023
78.84%
Average
76.80%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -58.11 |
| Beta (5Y) | 2.013 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.17% |
| Historical Sharpe Ratio (5Y) | -0.4473 |
| Historical Sortino (5Y) | -0.7379 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.82% |