Iterum Therapeutics PLC (ITRM)
1.58
+0.15
(+10.49%)
USD |
NASDAQ |
Apr 22, 16:00
1.56
-0.02
(-1.27%)
After-Hours: 20:00
Iterum Therapeutics Max Drawdown (5Y): 99.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.63% |
| February 29, 2024 | 99.63% |
| January 31, 2024 | 99.63% |
| December 31, 2023 | 99.63% |
| November 30, 2023 | 99.63% |
| October 31, 2023 | 99.63% |
| September 30, 2023 | 99.63% |
| August 31, 2023 | 99.63% |
| July 31, 2023 | 99.63% |
| June 30, 2023 | 99.63% |
| May 31, 2023 | 99.63% |
| April 30, 2023 | 99.63% |
| March 31, 2023 | 99.63% |
| February 28, 2023 | 99.63% |
| January 31, 2023 | 99.63% |
| December 31, 2022 | 99.63% |
| November 30, 2022 | 99.35% |
| October 31, 2022 | 99.18% |
| September 30, 2022 | 99.18% |
| August 31, 2022 | 98.63% |
| July 31, 2022 | 98.51% |
| June 30, 2022 | 98.51% |
| May 31, 2022 | 98.51% |
| April 30, 2022 | 98.02% |
| March 31, 2022 | 97.60% |
| Date | Value |
|---|---|
| February 28, 2022 | 97.60% |
| January 31, 2022 | 97.60% |
| December 31, 2021 | 96.95% |
| November 30, 2021 | 96.45% |
| October 31, 2021 | 96.45% |
| September 30, 2021 | 96.45% |
| August 31, 2021 | 96.45% |
| July 31, 2021 | 96.45% |
| June 30, 2021 | 96.45% |
| May 31, 2021 | 96.45% |
| April 30, 2021 | 96.45% |
| March 31, 2021 | 96.45% |
| February 28, 2021 | 96.45% |
| January 31, 2021 | 96.45% |
| December 31, 2020 | 96.45% |
| November 30, 2020 | 96.45% |
| October 31, 2020 | 96.45% |
| September 30, 2020 | 95.46% |
| August 31, 2020 | 94.61% |
| July 31, 2020 | 92.22% |
| June 30, 2020 | 90.74% |
| May 31, 2020 | 87.94% |
| April 30, 2020 | 87.94% |
| March 31, 2020 | 87.94% |
| February 29, 2020 | 86.77% |
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
62.02%
Minimum
Apr 2019
99.63%
Maximum
Dec 2022
92.65%
Average
96.45%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Alkermes PLC | 83.70% |
| Endo International PLC | 100.00% |
| Jazz Pharmaceuticals PLC | 54.54% |
| Medtronic PLC | 45.10% |
| Perrigo Co PLC | 78.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -90.93 |
| Beta (5Y) | 2.364 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 129.4% |
| Historical Sharpe Ratio (5Y) | -0.4641 |
| Historical Sortino (5Y) | -1.130 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.50% |