Kazia Therapeutics Ltd (KZIA)
0.295
+0.02
(+8.46%)
USD |
NASDAQ |
May 06, 16:00
0.2902
0.00 (0.00%)
Pre-Market: 20:00
Kazia Therapeutics Max Drawdown (5Y): 98.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.63% |
| March 31, 2024 | 98.63% |
| February 29, 2024 | 98.27% |
| January 31, 2024 | 97.98% |
| December 31, 2023 | 97.38% |
| November 30, 2023 | 97.28% |
| October 31, 2023 | 97.15% |
| September 30, 2023 | 96.59% |
| August 31, 2023 | 96.59% |
| July 31, 2023 | 96.59% |
| June 30, 2023 | 96.59% |
| May 31, 2023 | 96.59% |
| April 30, 2023 | 96.59% |
| March 31, 2023 | 96.59% |
| February 28, 2023 | 96.59% |
| January 31, 2023 | 96.59% |
| December 31, 2022 | 96.59% |
| November 30, 2022 | 96.02% |
| October 31, 2022 | 94.38% |
| September 30, 2022 | 94.03% |
| August 31, 2022 | 94.03% |
| July 31, 2022 | 94.03% |
| June 30, 2022 | 94.03% |
| May 31, 2022 | 94.03% |
| April 30, 2022 | 94.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.03% |
| February 28, 2022 | 94.03% |
| January 31, 2022 | 94.03% |
| December 31, 2021 | 94.03% |
| November 30, 2021 | 94.03% |
| October 31, 2021 | 94.03% |
| September 30, 2021 | 94.03% |
| August 31, 2021 | 94.03% |
| July 31, 2021 | 94.03% |
| June 30, 2021 | 94.03% |
| May 31, 2021 | 94.03% |
| April 30, 2021 | 94.03% |
| March 31, 2021 | 94.03% |
| February 28, 2021 | 94.03% |
| January 31, 2021 | 94.03% |
| December 31, 2020 | 94.03% |
| November 30, 2020 | 94.03% |
| October 31, 2020 | 94.03% |
| September 30, 2020 | 94.03% |
| August 31, 2020 | 94.03% |
| July 31, 2020 | 94.03% |
| June 30, 2020 | 94.03% |
| May 31, 2020 | 94.03% |
| April 30, 2020 | 94.03% |
| March 31, 2020 | 94.03% |
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
94.03%
Minimum
May 2019
98.63%
Maximum
Mar 2024
94.95%
Average
94.03%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Immutep Ltd | 93.55% |
| Opthea Ltd | 92.46% |
| Alterity Therapeutics Ltd | 95.96% |
| Mesoblast Ltd | 95.66% |
| Immuron Ltd | 92.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -61.66 |
| Beta (5Y) | 2.068 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.45% |
| Historical Sharpe Ratio (5Y) | -0.3922 |
| Historical Sortino (5Y) | -0.8294 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.28% |