ESSA Pharma Inc (EPIX)
1.82
+0.06
(+3.41%)
USD |
NASDAQ |
Nov 22, 13:42
ESSA Pharma Max Drawdown (5Y): 98.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 98.68% |
September 30, 2024 | 98.73% |
August 31, 2024 | 98.87% |
July 31, 2024 | 99.40% |
June 30, 2024 | 99.40% |
May 31, 2024 | 99.40% |
April 30, 2024 | 99.40% |
March 31, 2024 | 99.40% |
February 29, 2024 | 99.40% |
January 31, 2024 | 99.40% |
December 31, 2023 | 99.40% |
November 30, 2023 | 99.40% |
October 31, 2023 | 99.40% |
September 30, 2023 | 99.40% |
August 31, 2023 | 99.40% |
July 31, 2023 | 99.40% |
June 30, 2023 | 99.40% |
May 31, 2023 | 99.40% |
April 30, 2023 | 99.40% |
March 31, 2023 | 99.40% |
February 28, 2023 | 99.40% |
January 31, 2023 | 99.40% |
December 31, 2022 | 99.40% |
November 30, 2022 | 99.40% |
October 31, 2022 | 99.40% |
Date | Value |
---|---|
September 30, 2022 | 99.40% |
August 31, 2022 | 99.40% |
July 31, 2022 | 99.40% |
June 30, 2022 | 99.40% |
May 31, 2022 | 99.40% |
April 30, 2022 | 99.40% |
March 31, 2022 | 99.40% |
February 28, 2022 | 99.40% |
January 31, 2022 | 99.40% |
December 31, 2021 | 99.40% |
November 30, 2021 | 99.40% |
October 31, 2021 | 99.40% |
September 30, 2021 | 99.40% |
August 31, 2021 | 99.40% |
July 31, 2021 | 99.40% |
June 30, 2021 | 99.40% |
May 31, 2021 | 99.40% |
April 30, 2021 | 99.40% |
March 31, 2021 | 99.40% |
February 28, 2021 | 99.40% |
January 31, 2021 | 99.40% |
December 31, 2020 | 99.40% |
November 30, 2020 | 99.40% |
October 31, 2020 | 99.40% |
September 30, 2020 | 99.40% |
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
98.68%
Minimum
Oct 2024
99.40%
Maximum
Nov 2019
99.37%
Average
99.40%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Aurinia Pharmaceuticals Inc | 87.58% |
Edesa Biotech Inc | 99.58% |
Lexaria Bioscience Corp | 99.02% |
Xenon Pharmaceuticals Inc | 61.96% |
ImmunoPrecise Antibodies Ltd | 97.45% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.02 |
Beta (5Y) | 1.836 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.6% |
Historical Sharpe Ratio (5Y) | -0.0031 |
Historical Sortino (5Y) | -0.007 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |