Verona Pharma PLC (VRNA)
38.18
+3.20
(+9.13%)
USD |
NASDAQ |
Nov 04, 16:00
38.30
+0.12
(+0.33%)
After-Hours: 20:00
Verona Pharma Max Drawdown (5Y): 89.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 89.71% |
September 30, 2024 | 89.71% |
August 31, 2024 | 89.71% |
July 31, 2024 | 89.71% |
June 30, 2024 | 89.71% |
May 31, 2024 | 89.71% |
April 30, 2024 | 89.71% |
March 31, 2024 | 89.71% |
February 29, 2024 | 89.71% |
January 31, 2024 | 89.71% |
December 31, 2023 | 89.71% |
November 30, 2023 | 89.71% |
October 31, 2023 | 89.71% |
September 30, 2023 | 89.71% |
August 31, 2023 | 89.71% |
July 31, 2023 | 89.71% |
June 30, 2023 | 89.71% |
May 31, 2023 | 89.71% |
April 30, 2023 | 89.71% |
March 31, 2023 | 89.71% |
February 28, 2023 | 89.71% |
January 31, 2023 | 89.71% |
December 31, 2022 | 89.71% |
November 30, 2022 | 89.71% |
October 31, 2022 | 89.71% |
Date | Value |
---|---|
September 30, 2022 | 89.71% |
August 31, 2022 | 89.71% |
July 31, 2022 | 89.71% |
June 30, 2022 | 89.71% |
May 31, 2022 | 89.71% |
April 30, 2022 | 89.71% |
March 31, 2022 | 89.71% |
February 28, 2022 | 89.71% |
January 31, 2022 | 89.71% |
December 31, 2021 | 89.71% |
November 30, 2021 | 89.71% |
October 31, 2021 | 89.71% |
September 30, 2021 | 89.71% |
August 31, 2021 | 89.71% |
July 31, 2021 | 89.71% |
June 30, 2021 | 89.71% |
May 31, 2021 | 89.71% |
April 30, 2021 | 89.71% |
March 31, 2021 | 89.71% |
February 28, 2021 | 89.71% |
January 31, 2021 | 89.71% |
December 31, 2020 | 89.71% |
November 30, 2020 | 89.71% |
October 31, 2020 | 89.71% |
September 30, 2020 | 89.71% |
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
82.38%
Minimum
Nov 2019
89.71%
Maximum
Mar 2020
89.23%
Average
89.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Adaptimmune Therapeutics PLC | 96.45% |
Biodexa Pharmaceuticals PLC | 100.00% |
NuCana PLC | 99.28% |
TC BioPharm (Holdings) PLC | -- |
Autolus Therapeutics PLC | 96.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 43.53 |
Beta (5Y) | 0.4239 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.60% |
Historical Sharpe Ratio (5Y) | 0.518 |
Historical Sortino (5Y) | 1.517 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.77% |