Starpharma Holdings Ltd (SPHRY)
0.815
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Starpharma Holdings Max Drawdown (5Y): 95.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.95% |
| March 31, 2024 | 95.95% |
| February 29, 2024 | 95.95% |
| January 31, 2024 | 95.95% |
| December 31, 2023 | 95.95% |
| November 30, 2023 | 95.95% |
| October 31, 2023 | 95.95% |
| September 30, 2023 | 95.38% |
| August 31, 2023 | 95.11% |
| July 31, 2023 | 91.70% |
| June 30, 2023 | 89.96% |
| May 31, 2023 | 86.39% |
| April 30, 2023 | 84.49% |
| March 31, 2023 | 83.92% |
| February 28, 2023 | 83.65% |
| January 31, 2023 | 83.65% |
| December 31, 2022 | 83.65% |
| November 30, 2022 | 83.65% |
| October 31, 2022 | 83.55% |
| September 30, 2022 | 80.24% |
| August 31, 2022 | 77.92% |
| July 31, 2022 | 77.92% |
| June 30, 2022 | 76.35% |
| May 31, 2022 | 72.67% |
| April 30, 2022 | 71.92% |
| Date | Value |
|---|---|
| March 31, 2022 | 72.10% |
| February 28, 2022 | 72.43% |
| January 31, 2022 | 72.43% |
| December 31, 2021 | 72.43% |
| November 30, 2021 | 72.43% |
| October 31, 2021 | 73.62% |
| September 30, 2021 | 74.81% |
| August 31, 2021 | 74.81% |
| July 31, 2021 | 76.56% |
| June 30, 2021 | 76.56% |
| May 31, 2021 | 76.56% |
| April 30, 2021 | 76.56% |
| March 31, 2021 | 76.56% |
| February 28, 2021 | 76.56% |
| January 31, 2021 | 76.56% |
| December 31, 2020 | 76.56% |
| November 30, 2020 | 79.45% |
| October 31, 2020 | 79.45% |
| September 30, 2020 | 79.45% |
| August 31, 2020 | 79.45% |
| July 31, 2020 | 79.45% |
| June 30, 2020 | 79.45% |
| May 31, 2020 | 80.12% |
| April 30, 2020 | 80.12% |
| March 31, 2020 | 80.12% |
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
71.92%
Minimum
Apr 2022
95.95%
Maximum
Oct 2023
81.91%
Average
80.12%
Median
Feb 2020
Max Drawdown (5Y) Benchmarks
| Alterity Therapeutics Ltd | 95.96% |
| Kazia Therapeutics Ltd | 98.63% |
| Immutep Ltd | 93.55% |
| Opthea Ltd | 92.46% |
| Mesoblast Ltd | 95.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.25 |
| Beta (5Y) | 1.075 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.24% |
| Historical Sharpe Ratio (5Y) | -0.6113 |
| Historical Sortino (5Y) | -1.145 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.76% |