Edesa Biotech Inc (EDSA)
4.55
+0.10
(+2.19%)
USD |
NASDAQ |
May 02, 15:30
Edesa Biotech Max Drawdown (5Y): 99.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.58% |
March 31, 2024 | 99.60% |
February 29, 2024 | 99.60% |
January 31, 2024 | 99.60% |
December 31, 2023 | 99.60% |
November 30, 2023 | 99.60% |
October 31, 2023 | 99.60% |
September 30, 2023 | 99.60% |
August 31, 2023 | 99.60% |
July 31, 2023 | 99.60% |
June 30, 2023 | 99.60% |
May 31, 2023 | 99.60% |
April 30, 2023 | 99.60% |
March 31, 2023 | 99.60% |
February 28, 2023 | 99.60% |
January 31, 2023 | 99.60% |
December 31, 2022 | 99.60% |
November 30, 2022 | 99.60% |
October 31, 2022 | 99.60% |
September 30, 2022 | 99.60% |
August 31, 2022 | 99.60% |
July 31, 2022 | 99.60% |
June 30, 2022 | 99.60% |
May 31, 2022 | 99.60% |
April 30, 2022 | 99.60% |
Date | Value |
---|---|
March 31, 2022 | 99.60% |
February 28, 2022 | 99.60% |
January 31, 2022 | 99.60% |
December 31, 2021 | 99.60% |
November 30, 2021 | 99.60% |
October 31, 2021 | 99.60% |
September 30, 2021 | 99.60% |
August 31, 2021 | 99.60% |
July 31, 2021 | 99.60% |
June 30, 2021 | 99.60% |
May 31, 2021 | 99.60% |
April 30, 2021 | 99.60% |
March 31, 2021 | 99.60% |
February 28, 2021 | 99.60% |
January 31, 2021 | 99.60% |
December 31, 2020 | 99.60% |
November 30, 2020 | 99.60% |
October 31, 2020 | 99.60% |
September 30, 2020 | 99.60% |
August 31, 2020 | 99.60% |
July 31, 2020 | 99.60% |
June 30, 2020 | 99.60% |
May 31, 2020 | 99.60% |
April 30, 2020 | 99.60% |
March 31, 2020 | 99.60% |
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
99.48%
Minimum
May 2019
99.60%
Maximum
Jun 2019
99.60%
Average
99.60%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Acasti Pharma Inc | 98.73% |
Aurinia Pharmaceuticals Inc | 87.58% |
Lexaria Bioscience Corp | 98.90% |
Xenon Pharmaceuticals Inc | 64.74% |
ESSA Pharma Inc | 99.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -42.29 |
Beta (5Y) | 0.3079 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 110.9% |
Historical Sharpe Ratio (5Y) | -0.3504 |
Historical Sortino (5Y) | -0.9871 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.66% |