Cipher Pharmaceuticals Inc (CPHRF)
6.61
-0.04
(-0.60%)
USD |
OTCM |
May 09, 15:10
Cipher Pharmaceuticals Max Drawdown (5Y): 96.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.98% |
March 31, 2024 | 96.98% |
February 29, 2024 | 96.98% |
January 31, 2024 | 96.98% |
December 31, 2023 | 96.98% |
November 30, 2023 | 96.98% |
October 31, 2023 | 96.98% |
September 30, 2023 | 96.98% |
August 31, 2023 | 96.98% |
July 31, 2023 | 96.98% |
June 30, 2023 | 96.98% |
May 31, 2023 | 96.98% |
April 30, 2023 | 96.98% |
March 31, 2023 | 96.98% |
February 28, 2023 | 96.98% |
January 31, 2023 | 96.98% |
December 31, 2022 | 96.98% |
November 30, 2022 | 96.98% |
October 31, 2022 | 96.98% |
September 30, 2022 | 96.98% |
August 31, 2022 | 96.98% |
July 31, 2022 | 96.98% |
June 30, 2022 | 96.98% |
May 31, 2022 | 96.98% |
April 30, 2022 | 96.98% |
Date | Value |
---|---|
March 31, 2022 | 96.98% |
February 28, 2022 | 96.98% |
January 31, 2022 | 96.98% |
December 31, 2021 | 96.98% |
November 30, 2021 | 96.98% |
October 31, 2021 | 96.98% |
September 30, 2021 | 96.98% |
August 31, 2021 | 96.98% |
July 31, 2021 | 96.98% |
June 30, 2021 | 96.98% |
May 31, 2021 | 96.98% |
April 30, 2021 | 96.98% |
March 31, 2021 | 96.98% |
February 28, 2021 | 96.98% |
January 31, 2021 | 96.98% |
December 31, 2020 | 96.98% |
November 30, 2020 | 96.98% |
October 31, 2020 | 96.98% |
September 30, 2020 | 96.98% |
August 31, 2020 | 96.98% |
July 31, 2020 | 96.98% |
June 30, 2020 | 96.98% |
May 31, 2020 | 96.98% |
April 30, 2020 | 96.98% |
March 31, 2020 | 96.98% |
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
94.42%
Minimum
May 2019
96.98%
Maximum
Mar 2020
96.61%
Average
96.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Acasti Pharma Inc | 98.73% |
Aurinia Pharmaceuticals Inc | 87.58% |
Edesa Biotech Inc | 99.58% |
Lexaria Bioscience Corp | 98.90% |
Xenon Pharmaceuticals Inc | 64.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 32.74 |
Beta (5Y) | 0.7625 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.83% |
Historical Sharpe Ratio (5Y) | 0.5823 |
Historical Sortino (5Y) | 1.150 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.53% |