Redhill Biopharma Ltd (RDHL)
7.03
-0.15
(-2.09%)
USD |
NASDAQ |
Nov 13, 16:00
7.10
+0.07
(+1.00%)
After-Hours: 20:00
Redhill Biopharma Max Drawdown (5Y): 99.94% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.94% |
| September 30, 2024 | 99.94% |
| August 31, 2024 | 99.94% |
| July 31, 2024 | 99.93% |
| June 30, 2024 | 99.93% |
| May 31, 2024 | 99.93% |
| April 30, 2024 | 99.93% |
| March 31, 2024 | 99.93% |
| February 29, 2024 | 99.93% |
| January 31, 2024 | 99.93% |
| December 31, 2023 | 99.93% |
| November 30, 2023 | 99.93% |
| October 31, 2023 | 99.93% |
| September 30, 2023 | 99.89% |
| August 31, 2023 | 99.82% |
| July 31, 2023 | 99.74% |
| June 30, 2023 | 99.74% |
| May 31, 2023 | 99.54% |
| April 30, 2023 | 99.50% |
| March 31, 2023 | 99.10% |
| February 28, 2023 | 98.79% |
| January 31, 2023 | 98.79% |
| December 31, 2022 | 98.79% |
| November 30, 2022 | 96.90% |
| October 31, 2022 | 95.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.70% |
| August 31, 2022 | 94.45% |
| July 31, 2022 | 94.45% |
| June 30, 2022 | 94.45% |
| May 31, 2022 | 91.72% |
| April 30, 2022 | 85.46% |
| March 31, 2022 | 85.46% |
| February 28, 2022 | 82.26% |
| January 31, 2022 | 82.26% |
| December 31, 2021 | 82.26% |
| November 30, 2021 | 82.26% |
| October 31, 2021 | 82.26% |
| September 30, 2021 | 82.26% |
| August 31, 2021 | 82.26% |
| July 31, 2021 | 82.26% |
| June 30, 2021 | 82.26% |
| May 31, 2021 | 82.26% |
| April 30, 2021 | 82.26% |
| March 31, 2021 | 82.26% |
| February 28, 2021 | 82.26% |
| January 31, 2021 | 82.26% |
| December 31, 2020 | 82.26% |
| November 30, 2020 | 82.26% |
| October 31, 2020 | 82.26% |
| September 30, 2020 | 82.26% |
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
76.86%
Minimum
Nov 2019
99.94%
Maximum
Aug 2024
90.20%
Average
88.59%
Median
Max Drawdown (5Y) Benchmarks
| Compugen Ltd | 97.28% |
| Pluri Inc | 96.47% |
| BioLine Rx Ltd | 97.41% |
| Can Fite Biofarma Ltd | 99.32% |
| BiomX Inc | 99.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -123.66 |
| Beta (5Y) | 3.678 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 175.9% |
| Historical Sharpe Ratio (5Y) | -0.433 |
| Historical Sortino (5Y) | -1.262 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 53.08% |