Iterum Therapeutics PLC (ITRM)
1.31
-0.10
(-7.42%)
USD |
NASDAQ |
Nov 14, 12:22
Iterum Therapeutics Max Drawdown (5Y): 99.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.63% |
| September 30, 2024 | 99.63% |
| August 31, 2024 | 99.63% |
| July 31, 2024 | 99.63% |
| June 30, 2024 | 99.63% |
| May 31, 2024 | 99.63% |
| April 30, 2024 | 99.63% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
86.77%
Minimum
Nov 2019
99.63%
Maximum
Dec 2022
96.76%
Average
98.27%
Median
Max Drawdown (5Y) Benchmarks
| Alkermes PLC | 83.70% |
| Jazz Pharmaceuticals PLC | 54.54% |
| Medtronic PLC | 45.10% |
| Perrigo Co PLC | 78.50% |
| Mallinckrodt PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -81.25 |
| Beta (5Y) | 2.253 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 125.9% |
| Historical Sharpe Ratio (5Y) | -0.4145 |
| Historical Sortino (5Y) | -1.034 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.85% |