Edesa Biotech Inc (EDSA)
2.16
+0.05
(+2.37%)
USD |
NASDAQ |
Nov 22, 13:37
Edesa Biotech Max Drawdown (5Y): 99.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.58% |
| September 30, 2024 | 99.58% |
| August 31, 2024 | 99.58% |
| July 31, 2024 | 99.60% |
| June 30, 2024 | 99.60% |
| May 31, 2024 | 99.60% |
| April 30, 2024 | 99.60% |
| March 31, 2024 | 99.60% |
| February 29, 2024 | 99.60% |
| January 31, 2024 | 99.60% |
| December 31, 2023 | 99.60% |
| November 30, 2023 | 99.60% |
| October 31, 2023 | 99.60% |
| September 30, 2023 | 99.60% |
| August 31, 2023 | 99.60% |
| July 31, 2023 | 99.60% |
| June 30, 2023 | 99.60% |
| May 31, 2023 | 99.60% |
| April 30, 2023 | 99.60% |
| March 31, 2023 | 99.60% |
| February 28, 2023 | 99.60% |
| January 31, 2023 | 99.60% |
| December 31, 2022 | 99.60% |
| November 30, 2022 | 99.60% |
| October 31, 2022 | 99.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.60% |
| August 31, 2022 | 99.60% |
| July 31, 2022 | 99.60% |
| June 30, 2022 | 99.60% |
| May 31, 2022 | 99.60% |
| April 30, 2022 | 99.60% |
| March 31, 2022 | 99.60% |
| February 28, 2022 | 99.60% |
| January 31, 2022 | 99.60% |
| December 31, 2021 | 99.60% |
| November 30, 2021 | 99.60% |
| October 31, 2021 | 99.60% |
| September 30, 2021 | 99.60% |
| August 31, 2021 | 99.60% |
| July 31, 2021 | 99.60% |
| June 30, 2021 | 99.60% |
| May 31, 2021 | 99.60% |
| April 30, 2021 | 99.60% |
| March 31, 2021 | 99.60% |
| February 28, 2021 | 99.60% |
| January 31, 2021 | 99.60% |
| December 31, 2020 | 99.60% |
| November 30, 2020 | 99.60% |
| October 31, 2020 | 99.60% |
| September 30, 2020 | 99.60% |
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
99.58%
Minimum
Aug 2024
99.60%
Maximum
Nov 2019
99.60%
Average
99.60%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Aurinia Pharmaceuticals Inc | 87.58% |
| Lexaria Bioscience Corp | 99.02% |
| Xenon Pharmaceuticals Inc | 61.96% |
| ESSA Pharma Inc | 98.68% |
| ImmunoPrecise Antibodies Ltd | 97.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -52.11 |
| Beta (5Y) | 0.8367 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.8% |
| Historical Sharpe Ratio (5Y) | -0.3867 |
| Historical Sortino (5Y) | -1.02 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.14% |