XBiotech Inc (XBIT)
6.83
+0.21
(+3.17%)
USD |
NASDAQ |
Nov 22, 16:00
6.88
+0.05
(+0.73%)
After-Hours: 20:00
XBiotech Max Drawdown (5Y): 86.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.04% |
| September 30, 2024 | 86.04% |
| August 31, 2024 | 86.04% |
| July 31, 2024 | 86.04% |
| June 30, 2024 | 86.04% |
| May 31, 2024 | 86.04% |
| April 30, 2024 | 86.04% |
| March 31, 2024 | 86.04% |
| February 29, 2024 | 86.04% |
| January 31, 2024 | 86.04% |
| December 31, 2023 | 86.04% |
| November 30, 2023 | 86.98% |
| October 31, 2023 | 87.94% |
| September 30, 2023 | 89.78% |
| August 31, 2023 | 92.67% |
| July 31, 2023 | 92.67% |
| June 30, 2023 | 92.67% |
| May 31, 2023 | 92.67% |
| April 30, 2023 | 92.67% |
| March 31, 2023 | 92.67% |
| February 28, 2023 | 92.67% |
| January 31, 2023 | 92.67% |
| December 31, 2022 | 92.67% |
| November 30, 2022 | 92.67% |
| October 31, 2022 | 92.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.67% |
| August 31, 2022 | 92.67% |
| July 31, 2022 | 92.67% |
| June 30, 2022 | 92.67% |
| May 31, 2022 | 92.67% |
| April 30, 2022 | 92.67% |
| March 31, 2022 | 92.67% |
| February 28, 2022 | 92.67% |
| January 31, 2022 | 92.67% |
| December 31, 2021 | 92.67% |
| November 30, 2021 | 92.67% |
| October 31, 2021 | 92.67% |
| September 30, 2021 | 92.67% |
| August 31, 2021 | 92.67% |
| July 31, 2021 | 92.67% |
| June 30, 2021 | 92.67% |
| May 31, 2021 | 92.67% |
| April 30, 2021 | 92.67% |
| March 31, 2021 | 92.67% |
| February 28, 2021 | 92.67% |
| January 31, 2021 | 92.67% |
| December 31, 2020 | 92.67% |
| November 30, 2020 | 92.67% |
| October 31, 2020 | 92.67% |
| September 30, 2020 | 92.67% |
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
86.04%
Minimum
Dec 2023
92.67%
Maximum
Nov 2019
91.23%
Average
92.67%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
| Oragenics Inc | 99.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.81 |
| Beta (5Y) | 1.417 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.57% |
| Historical Sharpe Ratio (5Y) | -0.113 |
| Historical Sortino (5Y) | -0.2159 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |