Lexaria Bioscience Corp (LEXX)
2.06
-0.10
(-4.63%)
USD |
NASDAQ |
Nov 22, 14:07
Lexaria Bioscience Max Drawdown (5Y): 99.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.02% |
| September 30, 2024 | 99.02% |
| August 31, 2024 | 99.02% |
| July 31, 2024 | 99.02% |
| June 30, 2024 | 99.02% |
| May 31, 2024 | 99.02% |
| April 30, 2024 | 99.02% |
| March 31, 2024 | 99.02% |
| February 29, 2024 | 99.02% |
| January 31, 2024 | 99.02% |
| December 31, 2023 | 99.02% |
| November 30, 2023 | 99.02% |
| October 31, 2023 | 99.02% |
| September 30, 2023 | 99.02% |
| August 31, 2023 | 99.02% |
| July 31, 2023 | 99.02% |
| June 30, 2023 | 99.02% |
| May 31, 2023 | 99.02% |
| April 30, 2023 | 97.33% |
| March 31, 2023 | 97.33% |
| February 28, 2023 | 97.33% |
| January 31, 2023 | 97.33% |
| December 31, 2022 | 97.33% |
| November 30, 2022 | 97.33% |
| October 31, 2022 | 97.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.33% |
| August 31, 2022 | 97.33% |
| July 31, 2022 | 97.33% |
| June 30, 2022 | 97.33% |
| May 31, 2022 | 97.33% |
| April 30, 2022 | 96.10% |
| March 31, 2022 | 96.06% |
| February 28, 2022 | 95.18% |
| January 31, 2022 | 94.51% |
| December 31, 2021 | 94.51% |
| November 30, 2021 | 93.96% |
| October 31, 2021 | 93.96% |
| September 30, 2021 | 93.96% |
| August 31, 2021 | 93.96% |
| July 31, 2021 | 93.96% |
| June 30, 2021 | 93.96% |
| May 31, 2021 | 93.96% |
| April 30, 2021 | 93.96% |
| March 31, 2021 | 93.96% |
| February 28, 2021 | 93.96% |
| January 31, 2021 | 93.96% |
| December 31, 2020 | 92.55% |
| November 30, 2020 | 92.55% |
| October 31, 2020 | 92.55% |
| September 30, 2020 | 89.79% |
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
88.97%
Minimum
Nov 2019
99.02%
Maximum
May 2023
95.37%
Average
96.72%
Median
Max Drawdown (5Y) Benchmarks
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Xenon Pharmaceuticals Inc | 61.96% |
| ESSA Pharma Inc | 98.68% |
| ImmunoPrecise Antibodies Ltd | 97.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.47 |
| Beta (5Y) | 1.056 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.66% |
| Historical Sharpe Ratio (5Y) | -0.3867 |
| Historical Sortino (5Y) | -0.7225 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.99% |