Alphamab Oncology (9966.HK)

The chart shows the growth of an initial investment of HK$10,000 in Alphamab Oncology, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Alphamab Oncology had a return of -25.93% year-to-date (YTD) and 3.23% in the last 12 months. Over the past 10 years, Alphamab Oncology had an annualized return of -14.35%, while the S&P 500 had an annualized return of 8.07%, indicating that Alphamab Oncology did not perform as well as the benchmark.

This table presents a comparison of risk-adjusted performance metrics for Alphamab Oncology (9966.HK) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Alphamab Oncology Sharpe ratio is 0.09. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.

The Drawdowns chart displays portfolio losses from any high point along the way.

The table below shows the maximum drawdowns of the Alphamab Oncology. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Alphamab Oncology is 80.14%, recorded on Oct 31, 2022. The portfolio has not recovered from it yet.

The current Alphamab Oncology volatility is 27.98%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.