Nicox SA (NICXF)
0.44
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Nicox Max Drawdown (5Y): 93.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.76% |
| March 31, 2024 | 93.76% |
| February 29, 2024 | 93.76% |
| January 31, 2024 | 93.76% |
| December 31, 2023 | 93.76% |
| November 30, 2023 | 93.65% |
| October 31, 2023 | 93.65% |
| September 30, 2023 | 93.65% |
| August 31, 2023 | 93.65% |
| July 31, 2023 | 93.65% |
| June 30, 2023 | 93.65% |
| May 31, 2023 | 93.65% |
| April 30, 2023 | 93.65% |
| March 31, 2023 | 93.65% |
| February 28, 2023 | 92.87% |
| January 31, 2023 | 92.87% |
| December 31, 2022 | 92.55% |
| November 30, 2022 | 88.08% |
| October 31, 2022 | 88.08% |
| September 30, 2022 | 88.08% |
| August 31, 2022 | 88.08% |
| July 31, 2022 | 88.08% |
| June 30, 2022 | 88.08% |
| May 31, 2022 | 88.08% |
| April 30, 2022 | 87.54% |
| Date | Value |
|---|---|
| March 31, 2022 | 85.92% |
| February 28, 2022 | 83.43% |
| January 31, 2022 | 81.41% |
| December 31, 2021 | 81.41% |
| November 30, 2021 | 76.49% |
| October 31, 2021 | 73.13% |
| September 30, 2021 | 73.13% |
| August 31, 2021 | 73.13% |
| July 31, 2021 | 72.94% |
| June 30, 2021 | 72.94% |
| May 31, 2021 | 72.94% |
| April 30, 2021 | 72.94% |
| March 31, 2021 | 72.94% |
| February 28, 2021 | 72.94% |
| January 31, 2021 | 72.94% |
| December 31, 2020 | 72.94% |
| November 30, 2020 | 73.68% |
| October 31, 2020 | 73.68% |
| September 30, 2020 | 93.93% |
| August 31, 2020 | 93.93% |
| July 31, 2020 | 93.93% |
| June 30, 2020 | 93.93% |
| May 31, 2020 | 93.93% |
| April 30, 2020 | 93.93% |
| March 31, 2020 | 93.93% |
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
72.94%
Minimum
Dec 2020
93.93%
Maximum
May 2019
87.50%
Average
93.65%
Median
Mar 2023
Max Drawdown (5Y) Benchmarks
| DBV Technologies SA | 97.67% |
| Cellectis SA | 97.08% |
| PHAXIAM Therapeutics SA (DELISTED) | 98.46% |
| Genfit SA | 88.42% |
| Innate Pharma SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.15 |
| Beta (5Y) | 0.3437 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.96% |
| Historical Sharpe Ratio (5Y) | -1.058 |
| Historical Sortino (5Y) | -1.256 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.05% |