PHAXIAM Therapeutics SA (DELISTED) (PHXM:DL)
3.10
0.00 (0.00%)
USD |
NASDAQ |
Mar 11, 16:00
PHAXIAM Therapeutics Max Drawdown (5Y): 98.46% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 29, 2024 | 98.46% |
| January 31, 2024 | 98.46% |
| December 31, 2023 | 98.46% |
| November 30, 2023 | 98.46% |
| October 31, 2023 | 98.46% |
| September 30, 2023 | 98.46% |
| August 31, 2023 | 98.46% |
| July 31, 2023 | 98.46% |
| June 30, 2023 | 98.46% |
| May 31, 2023 | 98.46% |
| April 30, 2023 | 98.46% |
| March 31, 2023 | 98.46% |
| February 28, 2023 | 98.46% |
| January 31, 2023 | 98.46% |
| December 31, 2022 | 98.46% |
| November 30, 2022 | 98.22% |
| October 31, 2022 | 98.22% |
| September 30, 2022 | 98.22% |
| August 31, 2022 | 96.95% |
| July 31, 2022 | 96.94% |
| June 30, 2022 | 96.88% |
| May 31, 2022 | 96.70% |
| April 30, 2022 | 96.43% |
| March 31, 2022 | 95.87% |
| February 28, 2022 | 95.04% |
| Date | Value |
|---|---|
| January 31, 2022 | 94.58% |
| December 31, 2021 | 93.49% |
| November 30, 2021 | 93.04% |
| October 31, 2021 | 91.26% |
| September 30, 2021 | 88.35% |
| August 31, 2021 | 88.35% |
| July 31, 2021 | 88.35% |
| June 30, 2021 | 88.35% |
| May 31, 2021 | 88.35% |
| April 30, 2021 | 88.35% |
| March 31, 2021 | 88.35% |
| February 28, 2021 | 88.35% |
| January 31, 2021 | 88.35% |
| December 31, 2020 | 88.35% |
| November 30, 2020 | 88.35% |
| October 31, 2020 | 88.35% |
| September 30, 2020 | 88.35% |
| August 31, 2020 | 88.35% |
| July 31, 2020 | 88.35% |
| June 30, 2020 | 88.35% |
| May 31, 2020 | 88.35% |
| April 30, 2020 | 88.35% |
| March 31, 2020 | 88.35% |
| February 29, 2020 | 87.84% |
| January 31, 2020 | 87.84% |
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
83.24%
Minimum
May 2019
98.46%
Maximum
Dec 2022
92.37%
Average
89.80%
Median
Max Drawdown (5Y) Benchmarks
| DBV Technologies SA | 97.67% |
| Cellectis SA | 97.08% |
| Genfit SA | 88.42% |
| Innate Pharma SA | -- |
| Inventiva SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -80.62 |
| Beta (5Y) | 2.350 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.3% |
| Historical Sharpe Ratio (5Y) | -0.4937 |
| Historical Sortino (5Y) | -1.218 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.01% |