Xenon Pharmaceuticals Inc (XENE)
41.27
+1.47
(+3.69%)
USD |
NASDAQ |
Nov 22, 13:44
Xenon Pharmaceuticals Max Drawdown (5Y): 61.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.96% |
| September 30, 2024 | 64.74% |
| August 31, 2024 | 64.74% |
| July 31, 2024 | 64.74% |
| June 30, 2024 | 64.74% |
| May 31, 2024 | 64.74% |
| April 30, 2024 | 64.74% |
| March 31, 2024 | 64.74% |
| February 29, 2024 | 64.74% |
| January 31, 2024 | 66.43% |
| December 31, 2023 | 72.57% |
| November 30, 2023 | 75.61% |
| October 31, 2023 | 75.61% |
| September 30, 2023 | 75.61% |
| August 31, 2023 | 75.61% |
| July 31, 2023 | 75.61% |
| June 30, 2023 | 75.61% |
| May 31, 2023 | 75.61% |
| April 30, 2023 | 76.09% |
| March 31, 2023 | 79.13% |
| February 28, 2023 | 82.72% |
| January 31, 2023 | 86.96% |
| December 31, 2022 | 88.26% |
| November 30, 2022 | 89.78% |
| October 31, 2022 | 90.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.43% |
| August 31, 2022 | 90.43% |
| July 31, 2022 | 90.43% |
| June 30, 2022 | 90.43% |
| May 31, 2022 | 90.43% |
| April 30, 2022 | 90.43% |
| March 31, 2022 | 90.43% |
| February 28, 2022 | 90.43% |
| January 31, 2022 | 90.43% |
| December 31, 2021 | 90.43% |
| November 30, 2021 | 90.43% |
| October 31, 2021 | 90.43% |
| September 30, 2021 | 90.43% |
| August 31, 2021 | 90.43% |
| July 31, 2021 | 90.43% |
| June 30, 2021 | 90.43% |
| May 31, 2021 | 90.43% |
| April 30, 2021 | 90.43% |
| March 31, 2021 | 90.43% |
| February 28, 2021 | 90.43% |
| January 31, 2021 | 90.43% |
| December 31, 2020 | 90.43% |
| November 30, 2020 | 90.43% |
| October 31, 2020 | 90.43% |
| September 30, 2020 | 90.43% |
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
61.96%
Minimum
Oct 2024
90.43%
Maximum
Nov 2019
83.45%
Average
90.43%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 99.02% |
| ESSA Pharma Inc | 98.68% |
| ImmunoPrecise Antibodies Ltd | 97.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.43 |
| Beta (5Y) | 1.250 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.79% |
| Historical Sharpe Ratio (5Y) | 0.5781 |
| Historical Sortino (5Y) | 1.552 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.39% |