XOMA Royalty Corp (XOMA)
30.86
+0.48
(+1.58%)
USD |
NASDAQ |
Nov 04, 16:00
30.11
-0.75
(-2.43%)
Pre-Market: 20:00
XOMA Royalty Max Drawdown (5Y): 83.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.99% |
| September 30, 2024 | 83.99% |
| August 31, 2024 | 83.99% |
| July 31, 2024 | 83.99% |
| June 30, 2024 | 85.02% |
| May 31, 2024 | 85.97% |
| April 30, 2024 | 86.82% |
| March 31, 2024 | 87.24% |
| February 29, 2024 | 88.76% |
| January 31, 2024 | 89.62% |
| December 31, 2023 | 89.62% |
| November 30, 2023 | 89.62% |
| October 31, 2023 | 90.10% |
| September 30, 2023 | 94.03% |
| August 31, 2023 | 94.03% |
| July 31, 2023 | 94.03% |
| June 30, 2023 | 94.03% |
| May 31, 2023 | 94.03% |
| April 30, 2023 | 94.03% |
| March 31, 2023 | 94.03% |
| February 28, 2023 | 94.03% |
| January 31, 2023 | 94.03% |
| December 31, 2022 | 94.03% |
| November 30, 2022 | 94.03% |
| October 31, 2022 | 94.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.03% |
| August 31, 2022 | 94.03% |
| July 31, 2022 | 94.03% |
| June 30, 2022 | 94.08% |
| May 31, 2022 | 96.22% |
| April 30, 2022 | 96.37% |
| March 31, 2022 | 96.69% |
| February 28, 2022 | 96.82% |
| January 31, 2022 | 96.82% |
| December 31, 2021 | 97.46% |
| November 30, 2021 | 97.87% |
| October 31, 2021 | 97.87% |
| September 30, 2021 | 97.87% |
| August 31, 2021 | 97.87% |
| July 31, 2021 | 97.87% |
| June 30, 2021 | 97.87% |
| May 31, 2021 | 97.87% |
| April 30, 2021 | 97.87% |
| March 31, 2021 | 97.87% |
| February 28, 2021 | 97.87% |
| January 31, 2021 | 97.87% |
| December 31, 2020 | 97.87% |
| November 30, 2020 | 97.87% |
| October 31, 2020 | 97.87% |
| September 30, 2020 | 97.87% |
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
83.99%
Minimum
Jul 2024
97.87%
Maximum
Nov 2019
94.34%
Average
96.29%
Median
Max Drawdown (5Y) Benchmarks
| Twist Bioscience Corp | 94.48% |
| Dynavax Technologies Corp | 92.83% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.050 |
| Beta (5Y) | 0.8917 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.42% |
| Historical Sharpe Ratio (5Y) | 0.1277 |
| Historical Sortino (5Y) | 0.2561 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.50% |