Karyopharm Therapeutics Inc (KPTI)
0.7776
0.00 (0.00%)
USD |
NASDAQ |
Nov 21, 16:00
0.7699
-0.01
(-0.99%)
After-Hours: 20:00
Karyopharm Therapeutics Max Drawdown (5Y): 97.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 97.56% |
September 30, 2024 | 97.56% |
August 31, 2024 | 97.56% |
July 31, 2024 | 97.56% |
June 30, 2024 | 97.56% |
May 31, 2024 | 97.56% |
April 30, 2024 | 97.56% |
March 31, 2024 | 97.56% |
February 29, 2024 | 97.56% |
January 31, 2024 | 97.56% |
December 31, 2023 | 97.56% |
November 30, 2023 | 97.56% |
October 31, 2023 | 97.11% |
September 30, 2023 | 95.89% |
August 31, 2023 | 95.38% |
July 31, 2023 | 94.62% |
June 30, 2023 | 93.54% |
May 31, 2023 | 91.99% |
April 30, 2023 | 91.26% |
March 31, 2023 | 91.26% |
February 28, 2023 | 91.26% |
January 31, 2023 | 91.26% |
December 31, 2022 | 91.26% |
November 30, 2022 | 91.26% |
October 31, 2022 | 91.26% |
Date | Value |
---|---|
September 30, 2022 | 91.26% |
August 31, 2022 | 91.26% |
July 31, 2022 | 91.26% |
June 30, 2022 | 91.26% |
May 31, 2022 | 91.26% |
April 30, 2022 | 91.26% |
March 31, 2022 | 91.26% |
February 28, 2022 | 91.26% |
January 31, 2022 | 91.26% |
December 31, 2021 | 91.26% |
November 30, 2021 | 91.26% |
October 31, 2021 | 91.26% |
September 30, 2021 | 91.26% |
August 31, 2021 | 91.26% |
July 31, 2021 | 91.26% |
June 30, 2021 | 91.26% |
May 31, 2021 | 91.26% |
April 30, 2021 | 91.26% |
March 31, 2021 | 91.26% |
February 28, 2021 | 91.26% |
January 31, 2021 | 91.26% |
December 31, 2020 | 91.26% |
November 30, 2020 | 91.26% |
October 31, 2020 | 91.26% |
September 30, 2020 | 91.26% |
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
91.26%
Minimum
Nov 2019
97.56%
Maximum
Nov 2023
92.87%
Average
91.26%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Bruker Corp | 46.31% |
Ionis Pharmaceuticals Inc | 70.27% |
Apellis Pharmaceuticals Inc | -- |
NovaBay Pharmaceuticals Inc | 99.98% |
Palatin Technologies Inc | 97.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -43.37 |
Beta (5Y) | 0.1573 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.46% |
Historical Sharpe Ratio (5Y) | -0.5552 |
Historical Sortino (5Y) | -0.9707 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.03% |