Immutep Ltd (IMMP)
2.06
+0.19
(+10.16%)
USD |
NASDAQ |
Nov 14, 16:00
2.06
0.00 (0.00%)
After-Hours: 16:32
Immutep Max Drawdown (5Y): 91.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.03% |
| September 30, 2024 | 91.88% |
| August 31, 2024 | 91.88% |
| July 31, 2024 | 91.88% |
| June 30, 2024 | 92.79% |
| May 31, 2024 | 93.55% |
| April 30, 2024 | 93.55% |
| March 31, 2024 | 93.55% |
| February 29, 2024 | 93.55% |
| January 31, 2024 | 93.55% |
| December 31, 2023 | 93.55% |
| November 30, 2023 | 93.55% |
| October 31, 2023 | 93.55% |
| September 30, 2023 | 93.55% |
| August 31, 2023 | 93.55% |
| July 31, 2023 | 93.55% |
| June 30, 2023 | 93.55% |
| May 31, 2023 | 93.55% |
| April 30, 2023 | 93.55% |
| March 31, 2023 | 93.55% |
| February 28, 2023 | 93.55% |
| January 31, 2023 | 93.55% |
| December 31, 2022 | 93.55% |
| November 30, 2022 | 93.55% |
| October 31, 2022 | 93.55% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.55% |
| August 31, 2022 | 93.55% |
| July 31, 2022 | 93.55% |
| June 30, 2022 | 93.55% |
| May 31, 2022 | 93.55% |
| April 30, 2022 | 93.55% |
| March 31, 2022 | 93.55% |
| February 28, 2022 | 93.55% |
| January 31, 2022 | 93.55% |
| December 31, 2021 | 93.55% |
| November 30, 2021 | 94.02% |
| October 31, 2021 | 94.02% |
| September 30, 2021 | 94.77% |
| August 31, 2021 | 94.77% |
| July 31, 2021 | 94.77% |
| June 30, 2021 | 94.77% |
| May 31, 2021 | 94.77% |
| April 30, 2021 | 94.77% |
| March 31, 2021 | 94.77% |
| February 28, 2021 | 94.77% |
| January 31, 2021 | 94.77% |
| December 31, 2020 | 94.77% |
| November 30, 2020 | 94.77% |
| October 31, 2020 | 94.77% |
| September 30, 2020 | 94.77% |
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
91.03%
Minimum
Oct 2024
95.93%
Maximum
Nov 2019
93.97%
Average
93.55%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Alterity Therapeutics Ltd | 96.65% |
| Kazia Therapeutics Ltd | 98.69% |
| Opthea Ltd | 92.46% |
| Mesoblast Ltd | 95.66% |
| Immuron Ltd | 92.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.19 |
| Beta (5Y) | 2.204 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.77% |
| Historical Sharpe Ratio (5Y) | -0.0372 |
| Historical Sortino (5Y) | -0.0623 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.32% |