Santhera Pharmaceuticals Holding AG (SPHDF)
11.70
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
Santhera Pharmaceuticals Max Drawdown (5Y): 98.31% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 98.31% |
| April 30, 2024 | 98.31% |
| March 31, 2024 | 98.31% |
| February 29, 2024 | 98.31% |
| January 31, 2024 | 98.31% |
| December 31, 2023 | 98.31% |
| November 30, 2023 | 98.31% |
| October 31, 2023 | 98.31% |
| September 30, 2023 | 98.31% |
| August 31, 2023 | 98.31% |
| July 31, 2023 | 98.31% |
| June 30, 2023 | 98.31% |
| May 31, 2023 | 98.31% |
| April 30, 2023 | 98.31% |
| March 31, 2023 | 98.31% |
| February 28, 2023 | 98.31% |
| January 31, 2023 | 98.31% |
| December 31, 2022 | 98.31% |
| November 30, 2022 | 98.31% |
| October 31, 2022 | 98.31% |
| September 30, 2022 | 98.31% |
| August 31, 2022 | 98.31% |
| July 31, 2022 | 98.31% |
| June 30, 2022 | 98.31% |
| May 31, 2022 | 98.31% |
| Date | Value |
|---|---|
| April 30, 2022 | 98.31% |
| March 31, 2022 | 98.31% |
| February 28, 2022 | 98.31% |
| January 31, 2022 | 98.31% |
| December 31, 2021 | 98.31% |
| November 30, 2021 | 98.31% |
| October 31, 2021 | 98.27% |
| September 30, 2021 | 98.05% |
| August 31, 2021 | 97.21% |
| July 31, 2021 | 97.03% |
| June 30, 2021 | 97.03% |
| May 31, 2021 | 97.03% |
| April 30, 2021 | 96.64% |
| March 31, 2021 | 96.27% |
| February 28, 2021 | 96.27% |
| January 31, 2021 | 96.27% |
| December 31, 2020 | 96.27% |
| November 30, 2020 | 96.21% |
| October 31, 2020 | 96.07% |
| September 30, 2020 | 95.86% |
| August 31, 2020 | 95.86% |
| July 31, 2020 | 95.86% |
| June 30, 2020 | 95.86% |
| May 31, 2020 | 95.86% |
| April 30, 2020 | 95.86% |
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
95.74%
Minimum
Jun 2019
98.31%
Maximum
Nov 2021
97.32%
Average
98.31%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| AC Immune SA | 89.55% |
| CRISPR Therapeutics AG | 81.61% |
| Addex Therapeutics Ltd | -- |
| NLS Pharmaceutics Ltd | -- |
| Molecular Partners AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.03 |
| Beta (5Y) | 0.5824 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.30% |
| Historical Sharpe Ratio (5Y) | -0.6192 |
| Historical Sortino (5Y) | -0.9482 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.80% |