Oxford BioMedica PLC (OXBDF)
3.86
+0.07
(+1.85%)
USD |
OTCM |
May 07, 15:51
Oxford BioMedica Max Drawdown (5Y): 90.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.85% |
| March 31, 2024 | 90.85% |
| February 29, 2024 | 90.85% |
| January 31, 2024 | 90.46% |
| December 31, 2023 | 90.46% |
| November 30, 2023 | 90.20% |
| October 31, 2023 | 87.88% |
| September 30, 2023 | 86.35% |
| August 31, 2023 | 85.34% |
| July 31, 2023 | 85.34% |
| June 30, 2023 | 85.34% |
| May 31, 2023 | 85.34% |
| April 30, 2023 | 85.34% |
| March 31, 2023 | 85.34% |
| February 28, 2023 | 85.34% |
| January 31, 2023 | 85.34% |
| December 31, 2022 | 85.34% |
| November 30, 2022 | 85.34% |
| October 31, 2022 | 84.68% |
| September 30, 2022 | 83.15% |
| August 31, 2022 | 77.16% |
| July 31, 2022 | 77.16% |
| June 30, 2022 | 77.16% |
| May 31, 2022 | 76.87% |
| April 30, 2022 | 76.87% |
| Date | Value |
|---|---|
| March 31, 2022 | 76.87% |
| February 28, 2022 | 76.87% |
| January 31, 2022 | 76.87% |
| December 31, 2021 | 76.87% |
| November 30, 2021 | 82.50% |
| October 31, 2021 | 82.50% |
| September 30, 2021 | 82.50% |
| August 31, 2021 | 82.50% |
| July 31, 2021 | 82.50% |
| June 30, 2021 | 82.50% |
| May 31, 2021 | 82.50% |
| April 30, 2021 | 82.50% |
| March 31, 2021 | 82.50% |
| February 28, 2021 | 82.50% |
| January 31, 2021 | 82.50% |
| December 31, 2020 | 82.50% |
| November 30, 2020 | 82.50% |
| October 31, 2020 | 82.50% |
| September 30, 2020 | 82.50% |
| August 31, 2020 | 82.50% |
| July 31, 2020 | 82.50% |
| June 30, 2020 | 82.50% |
| May 31, 2020 | 82.50% |
| April 30, 2020 | 82.50% |
| March 31, 2020 | 82.50% |
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
76.87%
Minimum
Dec 2021
92.09%
Maximum
May 2019
83.32%
Average
82.50%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Adaptimmune Therapeutics PLC | 96.57% |
| Biodexa Pharmaceuticals Plc | 100.00% |
| Verona Pharma PLC | 89.71% |
| NuCana PLC | 98.68% |
| Autolus Therapeutics PLC | 96.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.99 |
| Beta (5Y) | 1.076 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.19% |
| Historical Sharpe Ratio (5Y) | -0.4134 |
| Historical Sortino (5Y) | -0.6929 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.67% |