PureTech Health PLC (PTCHF)
2.57
0.00 (0.00%)
USD |
OTCM |
Jun 21, 16:00
PureTech Health Max Drawdown (5Y): 71.84% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 71.84% |
April 30, 2024 | 71.84% |
March 31, 2024 | 71.84% |
February 29, 2024 | 71.84% |
January 31, 2024 | 71.84% |
December 31, 2023 | 71.84% |
November 30, 2023 | 69.53% |
October 31, 2023 | 69.53% |
September 30, 2023 | 69.53% |
August 31, 2023 | 69.53% |
July 31, 2023 | 69.53% |
June 30, 2023 | 69.53% |
May 31, 2023 | 69.53% |
April 30, 2023 | 69.53% |
March 31, 2023 | 69.53% |
February 28, 2023 | 69.53% |
January 31, 2023 | 69.53% |
December 31, 2022 | 69.53% |
November 30, 2022 | 69.53% |
October 31, 2022 | 69.53% |
September 30, 2022 | 69.53% |
August 31, 2022 | 69.53% |
July 31, 2022 | 69.53% |
June 30, 2022 | 69.53% |
May 31, 2022 | 66.45% |
Date | Value |
---|---|
April 30, 2022 | 63.04% |
March 31, 2022 | 60.54% |
February 28, 2022 | 52.55% |
January 31, 2022 | 45.68% |
December 31, 2021 | 45.68% |
November 30, 2021 | 45.68% |
October 31, 2021 | 45.68% |
September 30, 2021 | 45.68% |
August 31, 2021 | 45.68% |
July 31, 2021 | 45.68% |
June 30, 2021 | 45.68% |
May 31, 2021 | 45.68% |
April 30, 2021 | 45.68% |
March 31, 2021 | 45.68% |
February 28, 2021 | 45.68% |
January 31, 2021 | 45.68% |
December 31, 2020 | 45.68% |
November 30, 2020 | 45.68% |
October 31, 2020 | 45.68% |
September 30, 2020 | 45.68% |
August 31, 2020 | 45.68% |
July 31, 2020 | 45.68% |
June 30, 2020 | 45.68% |
May 31, 2020 | 45.68% |
April 30, 2020 | 45.68% |
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
45.10%
Minimum
Jun 2019
71.84%
Maximum
Dec 2023
56.36%
Average
45.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NovaBay Pharmaceuticals Inc | 99.91% |
Palatin Technologies Inc | 96.46% |
iBio Inc | 99.97% |
Theriva Biologics Inc | 99.81% |
Oragenics Inc | 98.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.05 |
Beta (5Y) | 1.118 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.90% |
Historical Sharpe Ratio (5Y) | 0.0056 |
Historical Sortino (5Y) | 0.0097 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.75% |