XORTX Therapeutics Inc (XRTX)
1.32
+0.02
(+1.54%)
USD |
NASDAQ |
Nov 14, 16:00
1.35
+0.03
(+2.27%)
After-Hours: 17:46
XORTX Therapeutics Max Drawdown (5Y): 98.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.22% |
| September 30, 2024 | 98.22% |
| August 31, 2024 | 98.22% |
| July 31, 2024 | 97.50% |
| June 30, 2024 | 97.05% |
| May 31, 2024 | 96.88% |
| April 30, 2024 | 96.88% |
| March 31, 2024 | 96.88% |
| February 29, 2024 | 96.88% |
| January 31, 2024 | 96.88% |
| December 31, 2023 | 96.88% |
| November 30, 2023 | 96.43% |
| October 31, 2023 | 96.37% |
| September 30, 2023 | 93.72% |
| August 31, 2023 | 93.72% |
| July 31, 2023 | 93.72% |
| June 30, 2023 | 93.72% |
| May 31, 2023 | 93.72% |
| April 30, 2023 | 93.72% |
| March 31, 2023 | 93.71% |
| February 28, 2023 | 92.25% |
| January 31, 2023 | 91.78% |
| December 31, 2022 | 89.81% |
| November 30, 2022 | 89.39% |
| October 31, 2022 | 88.41% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.94% |
| August 31, 2022 | 83.80% |
| July 31, 2022 | 83.80% |
| June 30, 2022 | 83.80% |
| May 31, 2022 | 83.80% |
| April 30, 2022 | 83.80% |
| March 31, 2022 | 83.80% |
| February 28, 2022 | 80.87% |
| January 31, 2022 | 78.78% |
| December 31, 2021 | 74.87% |
| November 30, 2021 | 68.52% |
| October 31, 2021 | 68.52% |
| September 30, 2021 | 68.52% |
| August 31, 2021 | 68.52% |
| July 31, 2021 | 68.52% |
| June 30, 2021 | 68.52% |
| May 31, 2021 | 68.52% |
| April 30, 2021 | 68.52% |
| March 31, 2021 | 68.52% |
| February 28, 2021 | 68.52% |
| January 31, 2021 | 68.52% |
| December 31, 2020 | 68.52% |
| November 30, 2020 | 68.00% |
| October 31, 2020 | 68.00% |
| September 30, 2020 | 63.80% |
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
42.78%
Minimum
Nov 2019
98.22%
Maximum
Aug 2024
79.51%
Average
83.80%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Aurinia Pharmaceuticals Inc | 87.58% |
| Edesa Biotech Inc | 99.58% |
| Lexaria Bioscience Corp | 98.90% |
| Xenon Pharmaceuticals Inc | 54.01% |
| ESSA Pharma Inc | 98.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.36 |
| Beta (5Y) | 0.604 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 142.0% |
| Historical Sharpe Ratio (5Y) | -0.2574 |
| Historical Sortino (5Y) | -0.8706 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.11% |