Clinuvel Pharmaceuticals Ltd (CLVLY)
10.00
+0.04
(+0.45%)
USD |
OTCM |
Sep 23, 16:00
Clinuvel Pharmaceuticals Max Drawdown (5Y): 72.96% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 70.12% |
| August 31, 2022 | 70.12% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 69.78% |
| July 31, 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
Sep 2019
72.96%
Maximum
Aug 2024
69.30%
Average
69.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alterity Therapeutics Ltd | 96.50% |
| Kazia Therapeutics Ltd | 98.69% |
| Immutep Ltd | 91.88% |
| Opthea Ltd | 92.46% |
| Mesoblast Ltd | 95.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.62 |
| Beta (5Y) | 1.065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.65% |
| Historical Sharpe Ratio (5Y) | -0.2581 |
| Historical Sortino (5Y) | -0.4329 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.64% |