Theratechnologies Inc (THTX)
1.26
+0.06
(+5.00%)
USD |
NASDAQ |
May 09, 16:00
Theratechnologies Max Drawdown (5Y): 96.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.86% |
| March 31, 2024 | 96.86% |
| February 29, 2024 | 96.86% |
| January 31, 2024 | 96.86% |
| December 31, 2023 | 96.86% |
| November 30, 2023 | 96.86% |
| October 31, 2023 | 96.83% |
| September 30, 2023 | 96.68% |
| August 31, 2023 | 96.63% |
| July 31, 2023 | 93.59% |
| June 30, 2023 | 93.59% |
| May 31, 2023 | 93.59% |
| April 30, 2023 | 93.59% |
| March 31, 2023 | 93.59% |
| February 28, 2023 | 92.65% |
| January 31, 2023 | 92.65% |
| December 31, 2022 | 92.65% |
| November 30, 2022 | 87.28% |
| October 31, 2022 | 87.28% |
| September 30, 2022 | 87.28% |
| August 31, 2022 | 87.28% |
| July 31, 2022 | 87.28% |
| June 30, 2022 | 87.28% |
| May 31, 2022 | 87.28% |
| April 30, 2022 | 87.28% |
| Date | Value |
|---|---|
| March 31, 2022 | 87.28% |
| February 28, 2022 | 87.28% |
| January 31, 2022 | 87.28% |
| December 31, 2021 | 87.28% |
| November 30, 2021 | 87.28% |
| October 31, 2021 | 87.28% |
| September 30, 2021 | 87.28% |
| August 31, 2021 | 87.28% |
| July 31, 2021 | 87.28% |
| June 30, 2021 | 87.28% |
| May 31, 2021 | 87.28% |
| April 30, 2021 | 87.28% |
| March 31, 2021 | 87.28% |
| February 28, 2021 | 87.28% |
| January 31, 2021 | 87.28% |
| December 31, 2020 | 87.28% |
| November 30, 2020 | 87.28% |
| October 31, 2020 | 87.28% |
| September 30, 2020 | 87.28% |
| August 31, 2020 | 87.28% |
| July 31, 2020 | 87.28% |
| June 30, 2020 | 87.28% |
| May 31, 2020 | 87.28% |
| April 30, 2020 | 87.28% |
| March 31, 2020 | 87.28% |
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
81.36%
Minimum
Feb 2020
96.86%
Maximum
Nov 2023
90.13%
Average
87.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Acasti Pharma Inc | 98.73% |
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 98.90% |
| InMed Pharmaceuticals Inc | 99.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -59.69 |
| Beta (5Y) | 1.408 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.66% |
| Historical Sharpe Ratio (5Y) | -0.5594 |
| Historical Sortino (5Y) | -0.8949 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.41% |