MEI Pharma Inc (MEIP)
3.01
-0.02
(-0.66%)
USD |
NASDAQ |
Nov 14, 16:00
3.00
-0.01
(-0.33%)
After-Hours: 20:00
MEI Pharma Max Drawdown (5Y): 96.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.19% |
| September 30, 2024 | 96.03% |
| August 31, 2024 | 96.03% |
| July 31, 2024 | 96.03% |
| June 30, 2024 | 96.03% |
| May 31, 2024 | 95.92% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
96.19%
Maximum
Oct 2024
93.25%
Average
93.88%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Avid Bioservices Inc | 86.42% |
| Evoke Pharma Inc | 99.53% |
| Revance Therapeutics Inc | 93.78% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.80 |
| Beta (5Y) | 0.8331 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.53% |
| Historical Sharpe Ratio (5Y) | -0.4501 |
| Historical Sortino (5Y) | -0.8219 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.62% |