Genfit SA (GNFT)
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+0.20
(+3.40%)
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NASDAQ |
Nov 04, 13:04
Genfit Max Drawdown (5Y): 88.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.42% |
| September 30, 2024 | 88.42% |
| August 31, 2024 | 88.42% |
| July 31, 2024 | 88.42% |
| June 30, 2024 | 88.42% |
| May 31, 2024 | 88.42% |
| April 30, 2024 | 88.42% |
| March 31, 2024 | 88.42% |
| February 29, 2024 | 88.42% |
| January 31, 2024 | 88.42% |
| December 31, 2023 | 88.42% |
| November 30, 2023 | 88.42% |
| October 31, 2023 | 88.42% |
| September 30, 2023 | 88.27% |
| August 31, 2023 | 88.27% |
| July 31, 2023 | 88.27% |
| June 30, 2023 | 88.27% |
| May 31, 2023 | 88.27% |
| April 30, 2023 | 88.27% |
| March 31, 2023 | 88.27% |
| February 28, 2023 | 88.27% |
| January 31, 2023 | 88.27% |
| December 31, 2022 | 88.27% |
| November 30, 2022 | 88.27% |
| October 31, 2022 | 88.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.27% |
| August 31, 2022 | 88.27% |
| July 31, 2022 | 88.27% |
| June 30, 2022 | 88.27% |
| May 31, 2022 | 88.27% |
| April 30, 2022 | 88.27% |
| March 31, 2022 | 88.27% |
| February 28, 2022 | 88.27% |
| January 31, 2022 | 88.27% |
| December 31, 2021 | 88.27% |
| November 30, 2021 | 87.52% |
| October 31, 2021 | 86.55% |
| September 30, 2021 | 86.04% |
| August 31, 2021 | 86.04% |
| July 31, 2021 | 86.04% |
| June 30, 2021 | 85.85% |
| May 31, 2021 | 85.85% |
| April 30, 2021 | 85.85% |
| March 31, 2021 | 85.85% |
| February 28, 2021 | 85.85% |
| January 31, 2021 | 85.85% |
| December 31, 2020 | 85.85% |
| November 30, 2020 | 85.85% |
| October 31, 2020 | 85.85% |
| September 30, 2020 | 85.69% |
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
47.17%
Minimum
Nov 2019
88.42%
Maximum
Oct 2023
83.45%
Average
88.27%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Edap TMS SA | 80.70% |
| DBV Technologies SA | 97.67% |
| Cellectis SA | 97.08% |
| Ascendis Pharma AS | 61.72% |
| Adaptimmune Therapeutics PLC | 96.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.79 |
| Beta (5Y) | 1.248 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.70% |
| Historical Sharpe Ratio (5Y) | -0.2932 |
| Historical Sortino (5Y) | -0.4331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.26% |