Edap TMS SA (EDAP)
2.55
+0.06
(+2.41%)
USD |
NASDAQ |
Nov 22, 11:44
Edap TMS Max Drawdown (5Y): 80.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.70% |
| September 30, 2024 | 79.58% |
| August 31, 2024 | 77.01% |
| July 31, 2024 | 70.31% |
| June 30, 2024 | 70.31% |
| May 31, 2024 | 70.31% |
| April 30, 2024 | 70.31% |
| March 31, 2024 | 70.31% |
| February 29, 2024 | 70.31% |
| January 31, 2024 | 70.31% |
| December 31, 2023 | 70.31% |
| November 30, 2023 | 74.71% |
| October 31, 2023 | 74.71% |
| September 30, 2023 | 74.71% |
| August 31, 2023 | 74.71% |
| July 31, 2023 | 74.71% |
| June 30, 2023 | 74.71% |
| May 31, 2023 | 74.71% |
| April 30, 2023 | 74.71% |
| March 31, 2023 | 74.71% |
| February 28, 2023 | 74.71% |
| January 31, 2023 | 74.71% |
| December 31, 2022 | 74.71% |
| November 30, 2022 | 74.71% |
| October 31, 2022 | 74.71% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.71% |
| August 31, 2022 | 74.71% |
| July 31, 2022 | 74.71% |
| June 30, 2022 | 74.71% |
| May 31, 2022 | 74.71% |
| April 30, 2022 | 74.71% |
| March 31, 2022 | 74.71% |
| February 28, 2022 | 74.71% |
| January 31, 2022 | 74.71% |
| December 31, 2021 | 74.71% |
| November 30, 2021 | 74.71% |
| October 31, 2021 | 74.71% |
| September 30, 2021 | 74.71% |
| August 31, 2021 | 74.71% |
| July 31, 2021 | 74.71% |
| June 30, 2021 | 74.71% |
| May 31, 2021 | 74.71% |
| April 30, 2021 | 74.71% |
| March 31, 2021 | 74.71% |
| February 28, 2021 | 74.71% |
| January 31, 2021 | 74.71% |
| December 31, 2020 | 74.71% |
| November 30, 2020 | 74.71% |
| October 31, 2020 | 74.71% |
| September 30, 2020 | 74.71% |
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
70.31%
Minimum
Dec 2023
80.70%
Maximum
Oct 2024
74.34%
Average
74.71%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| DBV Technologies SA | 97.67% |
| Cellectis SA | 97.08% |
| Genfit SA | -- |
| Adaptimmune Therapeutics PLC | 96.57% |
| Akari Therapeutics PLC | 98.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.67 |
| Beta (5Y) | 0.3776 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.37% |
| Historical Sharpe Ratio (5Y) | -0.2119 |
| Historical Sortino (5Y) | -0.3617 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.72% |