Pharming Group (PHGUF)
0.9539
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Pharming Group Max Drawdown (5Y): 61.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 61.99% |
| March 31, 2024 | 61.99% |
| February 29, 2024 | 61.99% |
| January 31, 2024 | 61.99% |
| December 31, 2023 | 61.99% |
| November 30, 2023 | 61.99% |
| October 31, 2023 | 61.99% |
| September 30, 2023 | 62.04% |
| August 31, 2023 | 62.04% |
| July 31, 2023 | 62.04% |
| June 30, 2023 | 62.04% |
| May 31, 2023 | 62.04% |
| April 30, 2023 | 62.04% |
| March 31, 2023 | 62.04% |
| February 28, 2023 | 62.04% |
| January 31, 2023 | 62.04% |
| December 31, 2022 | 62.04% |
| November 30, 2022 | 62.04% |
| October 31, 2022 | 62.04% |
| September 30, 2022 | 62.04% |
| August 31, 2022 | 62.04% |
| July 31, 2022 | 62.04% |
| June 30, 2022 | 62.04% |
| May 31, 2022 | 62.04% |
| April 30, 2022 | 62.04% |
| Date | Value |
|---|---|
| March 31, 2022 | 62.04% |
| February 28, 2022 | 62.04% |
| January 31, 2022 | 62.04% |
| December 31, 2021 | 62.22% |
| November 30, 2021 | 62.22% |
| October 31, 2021 | 69.14% |
| September 30, 2021 | 69.14% |
| August 31, 2021 | 78.00% |
| July 31, 2021 | 78.00% |
| June 30, 2021 | 80.08% |
| May 31, 2021 | 80.08% |
| April 30, 2021 | 84.55% |
| March 31, 2021 | 85.77% |
| February 28, 2021 | 85.77% |
| January 31, 2021 | 85.77% |
| December 31, 2020 | 85.83% |
| November 30, 2020 | 85.83% |
| October 31, 2020 | 85.83% |
| September 30, 2020 | 85.83% |
| August 31, 2020 | 88.52% |
| July 31, 2020 | 90.98% |
| June 30, 2020 | 90.98% |
| May 31, 2020 | 90.98% |
| April 30, 2020 | 90.98% |
| March 31, 2020 | 90.98% |
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
61.99%
Minimum
Oct 2023
93.62%
Maximum
May 2019
74.53%
Average
65.68%
Median
Max Drawdown (5Y) Benchmarks
| uniQure NV | 94.32% |
| ProQR Therapeutics NV | 97.50% |
| Merus NV | 67.42% |
| argenx SE | 38.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.45 |
| Beta (5Y) | 1.128 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.14% |
| Historical Sharpe Ratio (5Y) | -0.0175 |
| Historical Sortino (5Y) | -0.0389 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.20% |