MediPharm Labs Corp (MEDIF)
0.0540
0.00 (0.00%)
USD |
OTCM |
Jun 21, 16:00
MediPharm Labs Max Drawdown (5Y): 99.22% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 99.22% |
| April 30, 2024 | 99.22% |
| March 31, 2024 | 99.22% |
| February 29, 2024 | 99.22% |
| January 31, 2024 | 99.22% |
| December 31, 2023 | 99.22% |
| November 30, 2023 | 99.22% |
| October 31, 2023 | 99.22% |
| September 30, 2023 | 99.22% |
| August 31, 2023 | 99.22% |
| July 31, 2023 | 99.22% |
| June 30, 2023 | 99.18% |
| May 31, 2023 | 99.15% |
| April 30, 2023 | 99.15% |
| March 31, 2023 | 99.15% |
| February 28, 2023 | 99.15% |
| January 31, 2023 | 99.15% |
| December 31, 2022 | 99.15% |
| November 30, 2022 | 99.12% |
| October 31, 2022 | 99.08% |
| September 30, 2022 | 99.08% |
| August 31, 2022 | 99.08% |
| July 31, 2022 | 99.08% |
| June 30, 2022 | 99.06% |
| May 31, 2022 | 98.98% |
| Date | Value |
|---|---|
| April 30, 2022 | 98.23% |
| March 31, 2022 | 98.04% |
| February 28, 2022 | 97.90% |
| January 31, 2022 | 97.49% |
| December 31, 2021 | 97.49% |
| November 30, 2021 | 96.98% |
| October 31, 2021 | 96.49% |
| September 30, 2021 | 96.27% |
| August 31, 2021 | 95.18% |
| July 31, 2021 | 93.99% |
| June 30, 2021 | 93.99% |
| May 31, 2021 | 93.99% |
| April 30, 2021 | 93.33% |
| March 31, 2021 | 93.33% |
| February 28, 2021 | 92.94% |
| January 31, 2021 | 92.94% |
| December 31, 2020 | 92.94% |
| November 30, 2020 | 92.59% |
| October 31, 2020 | 88.89% |
| September 30, 2020 | 88.87% |
| August 31, 2020 | 87.98% |
| July 31, 2020 | 85.27% |
| June 30, 2020 | 84.33% |
| May 31, 2020 | 81.11% |
| April 30, 2020 | 81.11% |
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
48.65%
Minimum
Jun 2019
99.22%
Maximum
Jul 2023
89.19%
Average
97.24%
Median
Max Drawdown (5Y) Benchmarks
| Venus Concept Inc | 99.86% |
| Acasti Pharma Inc | 98.73% |
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 98.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -72.99 |
| Beta (5Y) | 1.003 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.70% |
| Historical Sharpe Ratio (5Y) | -0.9159 |
| Historical Sortino (5Y) | -1.486 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.01% |