Mesoblast Ltd (MESO)
11.32
-0.38
(-3.25%)
USD |
NASDAQ |
Nov 14, 16:00
11.10
-0.22
(-1.94%)
After-Hours: 16:11
Mesoblast Max Drawdown (5Y): 95.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.66% |
| September 30, 2024 | 95.66% |
| August 31, 2024 | 95.66% |
| July 31, 2024 | 95.66% |
| June 30, 2024 | 95.66% |
| May 31, 2024 | 95.66% |
| April 30, 2024 | 95.66% |
| March 31, 2024 | 95.66% |
| February 29, 2024 | 95.66% |
| January 31, 2024 | 95.66% |
| December 31, 2023 | 94.95% |
| November 30, 2023 | 94.19% |
| October 31, 2023 | 94.19% |
| September 30, 2023 | 93.84% |
| August 31, 2023 | 93.79% |
| July 31, 2023 | 88.79% |
| June 30, 2023 | 88.79% |
| May 31, 2023 | 88.79% |
| April 30, 2023 | 88.79% |
| March 31, 2023 | 88.79% |
| February 28, 2023 | 88.79% |
| January 31, 2023 | 88.79% |
| December 31, 2022 | 88.79% |
| November 30, 2022 | 88.79% |
| October 31, 2022 | 88.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.79% |
| August 31, 2022 | 88.79% |
| July 31, 2022 | 88.79% |
| June 30, 2022 | 88.79% |
| May 31, 2022 | 87.07% |
| April 30, 2022 | 87.07% |
| March 31, 2022 | 87.07% |
| February 28, 2022 | 87.07% |
| January 31, 2022 | 87.07% |
| December 31, 2021 | 87.07% |
| November 30, 2021 | 87.07% |
| October 31, 2021 | 87.14% |
| September 30, 2021 | 89.57% |
| August 31, 2021 | 90.17% |
| July 31, 2021 | 90.38% |
| June 30, 2021 | 90.38% |
| May 31, 2021 | 92.18% |
| April 30, 2021 | 92.64% |
| March 31, 2021 | 93.34% |
| February 28, 2021 | 93.34% |
| January 31, 2021 | 93.34% |
| December 31, 2020 | 93.34% |
| November 30, 2020 | 93.34% |
| October 31, 2020 | 93.34% |
| September 30, 2020 | 93.34% |
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
87.07%
Minimum
Nov 2021
95.66%
Maximum
Jan 2024
91.66%
Average
93.34%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Alterity Therapeutics Ltd | 96.65% |
| Kazia Therapeutics Ltd | 98.69% |
| Immutep Ltd | 91.03% |
| Opthea Ltd | 92.46% |
| Immuron Ltd | 92.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.65 |
| Beta (5Y) | 3.469 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 120.7% |
| Historical Sharpe Ratio (5Y) | -0.0818 |
| Historical Sortino (5Y) | -0.1909 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.66% |