Innate Pharma SA (IPHYF)
2.65
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Innate Pharma Max Drawdown (5Y): 82.95% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 82.95% |
| February 29, 2024 | 82.95% |
| January 31, 2024 | 82.95% |
| December 31, 2023 | 82.95% |
| November 30, 2023 | 82.95% |
| October 31, 2023 | 82.95% |
| September 30, 2023 | 82.95% |
| August 31, 2023 | 82.95% |
| July 31, 2023 | 82.95% |
| June 30, 2023 | 82.95% |
| May 31, 2023 | 82.95% |
| April 30, 2023 | 82.95% |
| March 31, 2023 | 82.95% |
| February 28, 2023 | 82.95% |
| January 31, 2023 | 82.95% |
| December 31, 2022 | 82.95% |
| November 30, 2022 | 82.95% |
| October 31, 2022 | 82.95% |
| September 30, 2022 | 82.95% |
| August 31, 2022 | 82.95% |
| July 31, 2022 | 82.95% |
| June 30, 2022 | 82.95% |
| May 31, 2022 | 80.91% |
| April 30, 2022 | 80.91% |
| March 31, 2022 | 80.91% |
| Date | Value |
|---|---|
| February 28, 2022 | 80.91% |
| January 31, 2022 | 80.91% |
| December 31, 2021 | 80.91% |
| November 30, 2021 | 80.91% |
| October 31, 2021 | 80.91% |
| September 30, 2021 | 80.91% |
| August 31, 2021 | 80.91% |
| July 31, 2021 | 80.91% |
| June 30, 2021 | 80.30% |
| May 31, 2021 | 77.91% |
| April 30, 2021 | 77.91% |
| March 31, 2021 | 77.91% |
| February 28, 2021 | 77.91% |
| January 31, 2021 | 77.91% |
| December 31, 2020 | 77.91% |
| November 30, 2020 | 77.91% |
| October 31, 2020 | 77.91% |
| September 30, 2020 | 77.91% |
| August 31, 2020 | 77.91% |
| July 31, 2020 | 77.91% |
| June 30, 2020 | 77.91% |
| May 31, 2020 | 77.91% |
| April 30, 2020 | 77.91% |
| March 31, 2020 | 77.91% |
| February 29, 2020 | 72.04% |
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
72.04%
Minimum
Apr 2019
82.95%
Maximum
Jun 2022
79.27%
Average
80.91%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| DBV Technologies SA | 97.67% |
| Cellectis SA | 97.08% |
| PHAXIAM Therapeutics SA (DELISTED) | 98.46% |
| Genfit SA | 88.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.82 |
| Beta (5Y) | 1.124 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.24% |
| Historical Sharpe Ratio (5Y) | -0.2869 |
| Historical Sortino (5Y) | -0.6025 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.42% |