ESSA Pharma Inc (EPIX)

1.60 0.00 (0.00%) USD  |  NASDAQ  |  Dec 20, 16:00
1.605 0.00 (0.00%) After-Hours: 20:00
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ESSA Pharma Max Drawdown (5Y): 98.68% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Aurinia Pharmaceuticals Inc 87.58%
Edesa Biotech Inc 99.58%
Lexaria Bioscience Corp 99.02%
Xenon Pharmaceuticals Inc 57.23%
ImmunoPrecise Antibodies Ltd 98.14%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -42.52
Beta (5Y) 1.624
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 107.7%
Historical Sharpe Ratio (5Y) -0.1933
Historical Sortino (5Y) -0.3706
Monthly Value at Risk (VaR) 5% (5Y Lookback) 37.81%