Iovance Biotherapeutics Inc (IOVA)
11.20
-0.26
(-2.27%)
USD |
NASDAQ |
Nov 05, 09:56
Iovance Biotherapeutics Max Drawdown (5Y): 93.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.72% |
| September 30, 2024 | 93.72% |
| August 31, 2024 | 93.72% |
| July 31, 2024 | 93.72% |
| June 30, 2024 | 93.72% |
| May 31, 2024 | 93.72% |
| April 30, 2024 | 93.72% |
| March 31, 2024 | 93.72% |
| February 29, 2024 | 93.72% |
| January 31, 2024 | 93.72% |
| December 31, 2023 | 93.72% |
| November 30, 2023 | 93.72% |
| October 31, 2023 | 93.72% |
| September 30, 2023 | 91.56% |
| August 31, 2023 | 89.81% |
| July 31, 2023 | 89.81% |
| June 30, 2023 | 89.81% |
| May 31, 2023 | 89.81% |
| April 30, 2023 | 89.81% |
| March 31, 2023 | 89.48% |
| February 28, 2023 | 89.31% |
| January 31, 2023 | 89.31% |
| December 31, 2022 | 89.31% |
| November 30, 2022 | 88.69% |
| October 31, 2022 | 87.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.87% |
| August 31, 2022 | 87.87% |
| July 31, 2022 | 87.87% |
| June 30, 2022 | 87.87% |
| May 31, 2022 | 90.11% |
| April 30, 2022 | 90.11% |
| March 31, 2022 | 91.93% |
| February 28, 2022 | 93.37% |
| January 31, 2022 | 93.37% |
| December 31, 2021 | 93.37% |
| November 30, 2021 | 94.03% |
| October 31, 2021 | 94.89% |
| September 30, 2021 | 95.56% |
| August 31, 2021 | 95.70% |
| July 31, 2021 | 95.70% |
| June 30, 2021 | 95.70% |
| May 31, 2021 | 95.70% |
| April 30, 2021 | 95.70% |
| March 31, 2021 | 95.70% |
| February 28, 2021 | 96.73% |
| January 31, 2021 | 96.73% |
| December 31, 2020 | 97.14% |
| November 30, 2020 | 97.14% |
| October 31, 2020 | 97.14% |
| September 30, 2020 | 97.14% |
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
87.87%
Minimum
Jun 2022
97.14%
Maximum
Nov 2019
93.48%
Average
93.72%
Median
Oct 2023
Max Drawdown (5Y) Benchmarks
| Perspective Therapeutics Inc | 91.70% |
| Electromed Inc | 55.84% |
| Xtant Medical Holdings Inc | 98.66% |
| Myomo Inc | 99.73% |
| Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.24 |
| Beta (5Y) | 0.5984 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.81% |
| Historical Sharpe Ratio (5Y) | -0.1767 |
| Historical Sortino (5Y) | -0.4021 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.96% |