Clinuvel Pharmaceuticals Ltd (CLVLY)
8.95
+0.01
(+0.11%)
USD |
OTCM |
Nov 13, 16:00
Clinuvel Pharmaceuticals Max Drawdown (5Y): 72.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.96% |
| September 30, 2024 | 72.96% |
| August 31, 2024 | 72.96% |
| July 31, 2024 | 72.58% |
| June 30, 2024 | 72.58% |
| May 31, 2024 | 72.58% |
| April 30, 2024 | 72.58% |
| March 31, 2024 | 72.58% |
| February 29, 2024 | 72.16% |
| January 31, 2024 | 71.49% |
| December 31, 2023 | 71.49% |
| November 30, 2023 | 71.49% |
| October 31, 2023 | 71.49% |
| September 30, 2023 | 70.12% |
| August 31, 2023 | 70.12% |
| July 31, 2023 | 70.12% |
| June 30, 2023 | 70.12% |
| May 31, 2023 | 70.12% |
| April 30, 2023 | 70.12% |
| March 31, 2023 | 70.12% |
| February 28, 2023 | 70.12% |
| January 31, 2023 | 70.12% |
| December 31, 2022 | 70.12% |
| November 30, 2022 | 70.12% |
| October 31, 2022 | 70.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.12% |
| August 31, 2022 | 70.12% |
| July 31, 2022 | 70.12% |
| June 30, 2022 | 70.12% |
| May 31, 2022 | 69.78% |
| April 30, 2022 | 69.78% |
| March 31, 2022 | 69.78% |
| February 28, 2022 | 69.78% |
| January 31, 2022 | 69.78% |
| December 31, 2021 | 69.78% |
| November 30, 2021 | 69.78% |
| October 31, 2021 | 69.78% |
| September 30, 2021 | 69.78% |
| August 31, 2021 | 69.78% |
| July 31, 2021 | 69.78% |
| June 30, 2021 | 69.78% |
| May 31, 2021 | 69.78% |
| April 30, 2021 | 69.78% |
| March 31, 2021 | 69.78% |
| February 28, 2021 | 69.78% |
| January 31, 2021 | 69.78% |
| December 31, 2020 | 69.78% |
| November 30, 2020 | 69.78% |
| October 31, 2020 | 69.78% |
| September 30, 2020 | 69.78% |
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
59.46%
Minimum
Nov 2019
72.96%
Maximum
Aug 2024
69.75%
Average
69.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alterity Therapeutics Ltd | 96.65% |
| Kazia Therapeutics Ltd | 98.69% |
| Immutep Ltd | 91.03% |
| Opthea Ltd | 92.46% |
| Mesoblast Ltd | 95.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.03 |
| Beta (5Y) | 1.049 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.26% |
| Historical Sharpe Ratio (5Y) | -0.328 |
| Historical Sortino (5Y) | -0.5416 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.64% |