MEI Pharma Inc (MEIP)
3.06
0.00 (0.00%)
USD |
NASDAQ |
May 03, 16:00
3.07
+0.01
(+0.33%)
After-Hours: 20:00
MEI Pharma Max Drawdown (5Y): 95.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.76% |
| March 31, 2024 | 95.76% |
| February 29, 2024 | 95.76% |
| January 31, 2024 | 95.76% |
| December 31, 2023 | 95.76% |
| November 30, 2023 | 95.76% |
| October 31, 2023 | 95.76% |
| September 30, 2023 | 95.76% |
| August 31, 2023 | 95.76% |
| July 31, 2023 | 95.76% |
| June 30, 2023 | 95.76% |
| May 31, 2023 | 95.76% |
| April 30, 2023 | 95.76% |
| March 31, 2023 | 95.76% |
| February 28, 2023 | 95.76% |
| January 31, 2023 | 95.61% |
| December 31, 2022 | 95.61% |
| November 30, 2022 | 93.86% |
| October 31, 2022 | 93.40% |
| September 30, 2022 | 92.19% |
| August 31, 2022 | 91.57% |
| July 31, 2022 | 91.57% |
| June 30, 2022 | 91.57% |
| May 31, 2022 | 91.57% |
| April 30, 2022 | 90.07% |
| Date | Value |
|---|---|
| March 31, 2022 | 89.15% |
| February 28, 2022 | 87.93% |
| January 31, 2022 | 88.32% |
| December 31, 2021 | 88.32% |
| November 30, 2021 | 88.32% |
| October 31, 2021 | 89.10% |
| September 30, 2021 | 89.49% |
| August 31, 2021 | 89.49% |
| July 31, 2021 | 89.49% |
| June 30, 2021 | 89.49% |
| May 31, 2021 | 89.49% |
| April 30, 2021 | 89.49% |
| March 31, 2021 | 90.11% |
| February 28, 2021 | 91.88% |
| January 31, 2021 | 92.24% |
| December 31, 2020 | 92.91% |
| November 30, 2020 | 93.88% |
| October 31, 2020 | 93.88% |
| September 30, 2020 | 93.88% |
| August 31, 2020 | 93.88% |
| July 31, 2020 | 93.88% |
| June 30, 2020 | 93.88% |
| May 31, 2020 | 93.88% |
| April 30, 2020 | 93.88% |
| March 31, 2020 | 93.88% |
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
87.93%
Minimum
Feb 2022
95.76%
Maximum
Feb 2023
93.04%
Average
93.88%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Merck & Co Inc | 27.26% |
| United Therapeutics Corp | 60.30% |
| Macrogenics Inc | 93.69% |
| Voyager Therapeutics Inc | 92.11% |
| Moderna Inc | 85.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.81 |
| Beta (5Y) | 0.8237 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.60% |
| Historical Sharpe Ratio (5Y) | -0.5214 |
| Historical Sortino (5Y) | -0.9406 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.39% |