Xenon Pharmaceuticals Inc (XENE)

38.69 -0.21 (-0.54%) USD  |  NASDAQ  |  Dec 20, 16:00
38.64 -0.05 (-0.13%) After-Hours: 20:00
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Xenon Pharmaceuticals Max Drawdown (5Y): 57.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Aurinia Pharmaceuticals Inc 87.58%
Edesa Biotech Inc 99.58%
Lexaria Bioscience Corp 99.02%
ESSA Pharma Inc 98.68%
ImmunoPrecise Antibodies Ltd 98.14%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 10.93
Beta (5Y) 1.189
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 59.40%
Historical Sharpe Ratio (5Y) 0.4514
Historical Sortino (5Y) 1.205
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.39%