NuCana PLC (NCNA)
3.965
-0.02
(-0.38%)
USD |
NASDAQ |
May 02, 16:00
4.20
+0.24
(+5.93%)
After-Hours: 19:03
NuCana Max Drawdown (5Y): 98.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.68% |
March 31, 2024 | 98.59% |
February 29, 2024 | 98.59% |
January 31, 2024 | 98.59% |
December 31, 2023 | 98.59% |
November 30, 2023 | 98.03% |
October 31, 2023 | 98.03% |
September 30, 2023 | 98.03% |
August 31, 2023 | 98.03% |
July 31, 2023 | 98.03% |
June 30, 2023 | 98.03% |
May 31, 2023 | 98.03% |
April 30, 2023 | 98.03% |
March 31, 2023 | 98.03% |
February 28, 2023 | 98.03% |
January 31, 2023 | 98.03% |
December 31, 2022 | 98.03% |
November 30, 2022 | 98.03% |
October 31, 2022 | 98.03% |
September 30, 2022 | 98.03% |
August 31, 2022 | 98.03% |
July 31, 2022 | 98.03% |
June 30, 2022 | 98.03% |
May 31, 2022 | 98.03% |
April 30, 2022 | 97.64% |
Date | Value |
---|---|
March 31, 2022 | 97.53% |
February 28, 2022 | 93.47% |
January 31, 2022 | 93.47% |
December 31, 2021 | 93.47% |
November 30, 2021 | 93.47% |
October 31, 2021 | 93.47% |
September 30, 2021 | 93.47% |
August 31, 2021 | 93.47% |
July 31, 2021 | 92.93% |
June 30, 2021 | 90.95% |
May 31, 2021 | 90.28% |
April 30, 2021 | 86.53% |
March 31, 2021 | 86.53% |
February 28, 2021 | 86.53% |
January 31, 2021 | 86.53% |
December 31, 2020 | 86.53% |
November 30, 2020 | 86.53% |
October 31, 2020 | 86.53% |
September 30, 2020 | 86.53% |
August 31, 2020 | 86.53% |
July 31, 2020 | 86.53% |
June 30, 2020 | 86.53% |
May 31, 2020 | 86.53% |
April 30, 2020 | 86.53% |
March 31, 2020 | 86.53% |
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
63.40%
Minimum
May 2019
98.68%
Maximum
Apr 2024
91.02%
Average
93.47%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Adaptimmune Therapeutics PLC | 96.57% |
Biodexa Pharmaceuticals Plc | 100.00% |
Autolus Therapeutics PLC | 96.58% |
Mereo BioPharma Group PLC | 94.92% |
Bicycle Therapeutics PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -73.34 |
Beta (5Y) | 1.035 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.6% |
Historical Sharpe Ratio (5Y) | -0.5745 |
Historical Sortino (5Y) | -1.271 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.31% |