Kezar Life Sciences Inc (KZR)
7.55
+0.01
(+0.13%)
USD |
NASDAQ |
Nov 14, 16:00
7.55
0.00 (0.00%)
After-Hours: 16:54
Kezar Life Sciences Max Drawdown (5Y): 97.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.21% |
| September 30, 2024 | 97.21% |
| August 31, 2024 | 97.21% |
| July 31, 2024 | 97.21% |
| June 30, 2024 | 97.21% |
| May 31, 2024 | 97.21% |
| April 30, 2024 | 97.21% |
| March 31, 2024 | 97.21% |
| February 29, 2024 | 97.21% |
| January 31, 2024 | 97.21% |
| December 31, 2023 | 97.21% |
| November 30, 2023 | 97.21% |
| October 31, 2023 | 97.21% |
| September 30, 2023 | 96.72% |
| August 31, 2023 | 96.11% |
| July 31, 2023 | 93.50% |
| June 30, 2023 | 92.98% |
| May 31, 2023 | 92.89% |
| April 30, 2023 | 92.89% |
| March 31, 2023 | 92.40% |
| February 28, 2023 | 92.40% |
| January 31, 2023 | 92.40% |
| December 31, 2022 | 92.40% |
| November 30, 2022 | 92.40% |
| October 31, 2022 | 92.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.40% |
| August 31, 2022 | 92.40% |
| July 31, 2022 | 92.40% |
| June 30, 2022 | 92.40% |
| May 31, 2022 | 92.40% |
| April 30, 2022 | 92.40% |
| March 31, 2022 | 92.40% |
| February 28, 2022 | 92.40% |
| January 31, 2022 | 92.40% |
| December 31, 2021 | 92.40% |
| November 30, 2021 | 92.40% |
| October 31, 2021 | 92.40% |
| September 30, 2021 | 92.40% |
| August 31, 2021 | 92.40% |
| July 31, 2021 | 92.40% |
| June 30, 2021 | 92.40% |
| May 31, 2021 | 92.40% |
| April 30, 2021 | 92.40% |
| March 31, 2021 | 92.40% |
| February 28, 2021 | 92.40% |
| January 31, 2021 | 92.40% |
| December 31, 2020 | 92.40% |
| November 30, 2020 | 92.40% |
| October 31, 2020 | 92.40% |
| September 30, 2020 | 92.40% |
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
92.40%
Minimum
Nov 2019
97.21%
Maximum
Oct 2023
93.62%
Average
92.40%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
| Oragenics Inc | 99.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.74 |
| Beta (5Y) | 0.2213 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.36% |
| Historical Sharpe Ratio (5Y) | -0.312 |
| Historical Sortino (5Y) | -0.5663 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.22% |