Denali Therapeutics, Inc. (DNLI)
23.11
-0.31
(-1.32%)
USD |
NASDAQ |
Jul 24, 16:00
23.10
-0.01
(-0.04%)
After-Hours: 20:00
Denali Therapeutics Max Drawdown (5Y) : 87.74% for June 30, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2026 | 87.74% |
| May 31, 2026 | 87.74% |
| April 30, 2026 | 87.74% |
| March 31, 2026 | 87.74% |
| February 28, 2026 | 87.74% |
| January 31, 2026 | 87.74% |
| December 31, 2025 | 87.74% |
| November 30, 2025 | 87.74% |
| October 31, 2025 | 87.74% |
| September 30, 2025 | 87.74% |
| August 31, 2025 | 87.74% |
| July 31, 2025 | 87.74% |
| June 30, 2025 | 87.74% |
| May 31, 2025 | 87.74% |
| April 30, 2025 | 87.74% |
| March 31, 2025 | 85.47% |
| February 28, 2025 | 84.01% |
| January 31, 2025 | 84.01% |
| December 31, 2024 | 84.01% |
| November 30, 2024 | 84.01% |
| October 31, 2024 | 84.01% |
| September 30, 2024 | 84.01% |
| August 31, 2024 | 84.01% |
| July 31, 2024 | 84.01% |
| June 30, 2024 | 84.01% |
| Date | Value |
|---|---|
| May 31, 2024 | 84.01% |
| April 30, 2024 | 84.01% |
| March 31, 2024 | 83.08% |
| February 29, 2024 | 83.08% |
| January 31, 2024 | 82.89% |
| December 31, 2023 | 82.68% |
| November 30, 2023 | 82.68% |
| October 31, 2023 | 80.55% |
| September 30, 2023 | 77.95% |
| August 31, 2023 | 77.68% |
| July 31, 2023 | 77.68% |
| June 30, 2023 | 77.68% |
| May 31, 2023 | 77.68% |
| April 30, 2023 | 77.68% |
| March 31, 2023 | 77.68% |
| February 28, 2023 | 77.68% |
| January 31, 2023 | 77.68% |
| December 31, 2022 | 77.68% |
| November 30, 2022 | 77.68% |
| October 31, 2022 | 77.68% |
| September 30, 2022 | 77.68% |
| August 31, 2022 | 77.68% |
| July 31, 2022 | 77.68% |
| June 30, 2022 | 77.68% |
| May 31, 2022 | 77.68% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Arrowhead Pharmaceuticals, Inc. | 88.96% |
| Summit Therapeutics, Inc. | 95.40% |
| Biogen, Inc. | 72.66% |
| Oncolytics Biotech, Inc. | 92.83% |
| Sangamo Therapeutics, Inc. | 99.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.03 |
| Beta (5Y) | 0.9631 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.57% |
| Historical Sharpe Ratio (5Y) | -0.4486 |
| Historical Sortino (5Y) | -0.8041 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.63% |