Kiniksa Pharmaceuticals International PLC (KNSA)
21.11
-0.06
(-0.30%)
USD |
NASDAQ |
Dec 04, 16:00
21.11
0.00 (0.00%)
After-Hours: 20:00
Kiniksa Pharmaceuticals International Max Drawdown (5Y): 75.43% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 75.43% |
| October 31, 2024 | 79.15% |
| September 30, 2024 | 83.06% |
| August 31, 2024 | 83.06% |
| July 31, 2024 | 83.06% |
| June 30, 2024 | 83.06% |
| Date | Value |
|---|---|
| May 31, 2024 | 83.06% |
| April 30, 2024 | 83.06% |
| March 31, 2024 | 83.06% |
| February 29, 2024 | 83.06% |
| January 31, 2024 | 83.06% |
| December 31, 2023 | 83.06% |
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
75.43%
Minimum
Nov 2024
83.06%
Maximum
Dec 2023
82.10%
Average
83.06%
Median
Dec 2023
Max Drawdown (5Y) Benchmarks
| Pfizer Inc | 54.78% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.711 |
| Beta (5Y) | 0.2679 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.88% |
| Historical Sharpe Ratio (5Y) | 0.2466 |
| Historical Sortino (5Y) | 0.5291 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.03% |