DocMorris AG (ZRSEF)
90.00
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
DocMorris Max Drawdown (5Y): 95.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.68% |
| March 31, 2024 | 95.68% |
| February 29, 2024 | 95.68% |
| January 31, 2024 | 95.68% |
| December 31, 2023 | 95.68% |
| November 30, 2023 | 95.68% |
| October 31, 2023 | 95.68% |
| September 30, 2023 | 95.68% |
| August 31, 2023 | 95.68% |
| July 31, 2023 | 95.68% |
| June 30, 2023 | 95.68% |
| May 31, 2023 | 95.68% |
| April 30, 2023 | 95.68% |
| March 31, 2023 | 95.68% |
| February 28, 2023 | 95.68% |
| January 31, 2023 | 95.68% |
| December 31, 2022 | 95.68% |
| November 30, 2022 | 95.68% |
| October 31, 2022 | 91.82% |
| September 30, 2022 | 91.82% |
| August 31, 2022 | 91.18% |
| July 31, 2022 | 87.97% |
| June 30, 2022 | 86.43% |
| May 31, 2022 | 81.34% |
| April 30, 2022 | 80.80% |
| Date | Value |
|---|---|
| March 31, 2022 | 78.42% |
| February 28, 2022 | 70.11% |
| January 31, 2022 | 64.72% |
| December 31, 2021 | 52.68% |
| November 30, 2021 | 47.21% |
| October 31, 2021 | 47.21% |
| September 30, 2021 | 47.21% |
| August 31, 2021 | 47.21% |
| July 31, 2021 | 47.21% |
| June 30, 2021 | 47.21% |
| May 31, 2021 | 47.21% |
| April 30, 2021 | 38.15% |
| March 31, 2021 | 35.45% |
| February 28, 2021 | 35.45% |
| January 31, 2021 | 35.45% |
| December 31, 2020 | 35.45% |
| November 30, 2020 | 35.45% |
| October 31, 2020 | 35.45% |
| September 30, 2020 | 35.45% |
| August 31, 2020 | 35.45% |
| July 31, 2020 | 35.45% |
| June 30, 2020 | 35.45% |
| May 31, 2020 | 35.45% |
| April 30, 2020 | 35.45% |
| March 31, 2020 | 35.45% |
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
35.45%
Minimum
May 2019
95.68%
Maximum
Nov 2022
63.06%
Average
47.21%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| AC Immune SA | 89.55% |
| CRISPR Therapeutics AG | 81.61% |
| Addex Therapeutics Ltd | -- |
| NLS Pharmaceutics Ltd | -- |
| Molecular Partners AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.898 |
| Beta (5Y) | -0.0157 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 126.3% |
| Historical Sharpe Ratio (5Y) | -0.0164 |
| Historical Sortino (5Y) | -0.0493 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.36% |