X4 Pharmaceuticals Inc (XFOR)
1.15
+0.07
(+6.48%)
USD |
NASDAQ |
May 03, 16:00
1.14
-0.01
(-0.87%)
After-Hours: 20:00
X4 Pharmaceuticals Max Drawdown (5Y): 99.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.56% |
| March 31, 2024 | 99.56% |
| February 29, 2024 | 99.56% |
| January 31, 2024 | 99.56% |
| December 31, 2023 | 99.56% |
| November 30, 2023 | 99.56% |
| October 31, 2023 | 99.56% |
| September 30, 2023 | 99.56% |
| August 31, 2023 | 99.56% |
| July 31, 2023 | 99.56% |
| June 30, 2023 | 99.56% |
| May 31, 2023 | 99.56% |
| April 30, 2023 | 99.56% |
| March 31, 2023 | 99.56% |
| February 28, 2023 | 99.56% |
| January 31, 2023 | 99.56% |
| December 31, 2022 | 99.56% |
| November 30, 2022 | 99.44% |
| October 31, 2022 | 99.44% |
| September 30, 2022 | 99.44% |
| August 31, 2022 | 99.44% |
| July 31, 2022 | 99.44% |
| June 30, 2022 | 99.44% |
| May 31, 2022 | 99.33% |
| April 30, 2022 | 99.20% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.05% |
| February 28, 2022 | 99.05% |
| January 31, 2022 | 98.87% |
| December 31, 2021 | 98.78% |
| November 30, 2021 | 97.23% |
| October 31, 2021 | 97.23% |
| September 30, 2021 | 97.10% |
| August 31, 2021 | 97.10% |
| July 31, 2021 | 96.54% |
| June 30, 2021 | 96.54% |
| May 31, 2021 | 96.54% |
| April 30, 2021 | 96.54% |
| March 31, 2021 | 96.54% |
| February 28, 2021 | 96.54% |
| January 31, 2021 | 96.54% |
| December 31, 2020 | 96.54% |
| November 30, 2020 | 96.54% |
| October 31, 2020 | 96.54% |
| September 30, 2020 | 96.14% |
| August 31, 2020 | 96.14% |
| July 31, 2020 | 96.14% |
| June 30, 2020 | 96.14% |
| May 31, 2020 | 96.14% |
| April 30, 2020 | 96.14% |
| March 31, 2020 | 96.14% |
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
95.54%
Minimum
May 2019
99.56%
Maximum
Dec 2022
97.76%
Average
97.23%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Phio Pharmaceuticals Corp | 99.95% |
| Ocular Therapeutix Inc | 94.06% |
| Alpine Immune Sciences Inc | 97.33% |
| Scholar Rock Holding Corp | 93.15% |
| Pyxis Oncology Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.72 |
| Beta (5Y) | 0.5054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.99% |
| Historical Sharpe Ratio (5Y) | -0.5422 |
| Historical Sortino (5Y) | -1.117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.97% |