Kazia Therapeutics Ltd (KZIA)

3.32 -0.23 (-6.48%) USD  |  NASDAQ  |  Dec 16, 15:45
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Kazia Therapeutics Max Drawdown (5Y): 98.69% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Alterity Therapeutics Ltd 96.94%
Immutep Ltd 96.60%
Opthea Ltd 92.46%
Mesoblast Ltd 95.66%
Immuron Ltd 92.60%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -64.20
Beta (5Y) 1.977
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 115.4%
Historical Sharpe Ratio (5Y) -0.3274
Historical Sortino (5Y) -0.8102
Monthly Value at Risk (VaR) 5% (5Y Lookback) 36.31%