Eisai Co Ltd (ESAIY)
10.70
+0.06
(+0.60%)
USD |
OTCM |
May 06, 16:00
Eisai Max Drawdown (5Y): 91.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.54% |
| March 31, 2024 | 90.87% |
| February 29, 2024 | 90.72% |
| January 31, 2024 | 89.42% |
| December 31, 2023 | 89.03% |
| November 30, 2023 | 88.46% |
| October 31, 2023 | 88.21% |
| September 30, 2023 | 88.10% |
| August 31, 2023 | 88.10% |
| July 31, 2023 | 88.10% |
| June 30, 2023 | 88.10% |
| May 31, 2023 | 88.10% |
| April 30, 2023 | 88.10% |
| March 31, 2023 | 88.10% |
| February 28, 2023 | 88.07% |
| January 31, 2023 | 66.61% |
| December 31, 2022 | 66.61% |
| November 30, 2022 | 66.61% |
| October 31, 2022 | 66.61% |
| September 30, 2022 | 66.61% |
| August 31, 2022 | 66.61% |
| July 31, 2022 | 66.61% |
| June 30, 2022 | 66.61% |
| May 31, 2022 | 63.82% |
| April 30, 2022 | 62.47% |
| Date | Value |
|---|---|
| March 31, 2022 | 59.40% |
| February 28, 2022 | 57.26% |
| January 31, 2022 | 56.41% |
| December 31, 2021 | 51.02% |
| November 30, 2021 | 51.02% |
| October 31, 2021 | 51.02% |
| September 30, 2021 | 51.02% |
| August 31, 2021 | 51.02% |
| July 31, 2021 | 51.02% |
| June 30, 2021 | 51.02% |
| May 31, 2021 | 51.02% |
| April 30, 2021 | 51.02% |
| March 31, 2021 | 51.02% |
| February 28, 2021 | 51.02% |
| January 31, 2021 | 51.02% |
| December 31, 2020 | 51.02% |
| November 30, 2020 | 51.02% |
| October 31, 2020 | 51.02% |
| September 30, 2020 | 51.02% |
| August 31, 2020 | 51.02% |
| July 31, 2020 | 51.02% |
| June 30, 2020 | 51.02% |
| May 31, 2020 | 51.02% |
| April 30, 2020 | 51.02% |
| March 31, 2020 | 51.02% |
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
47.87%
Minimum
May 2019
91.54%
Maximum
Apr 2024
63.12%
Average
51.02%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
| Biogen Inc | 54.78% |
| Takeda Pharmaceutical Co Ltd | 54.24% |
| Nxera Pharma Co Ltd | 95.29% |
| PeptiDream Inc | 87.73% |
| Stemcell Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.38 |
| Beta (5Y) | 0.295 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.02% |
| Historical Sharpe Ratio (5Y) | -0.5187 |
| Historical Sortino (5Y) | -0.7084 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.58% |