Madrigal Pharmaceuticals Inc (MDGL)
207.24
-0.80
(-0.38%)
USD |
NASDAQ |
May 09, 16:00
207.24
0.00 (0.00%)
After-Hours: 18:29
Madrigal Pharmaceuticals Max Drawdown (5Y): 82.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.20% |
March 31, 2024 | 82.20% |
February 29, 2024 | 82.20% |
January 31, 2024 | 82.20% |
December 31, 2023 | 82.20% |
November 30, 2023 | 82.20% |
October 31, 2023 | 82.20% |
September 30, 2023 | 82.20% |
August 31, 2023 | 82.20% |
July 31, 2023 | 82.20% |
June 30, 2023 | 82.20% |
May 31, 2023 | 82.20% |
April 30, 2023 | 82.20% |
March 31, 2023 | 82.20% |
February 28, 2023 | 82.20% |
January 31, 2023 | 82.20% |
December 31, 2022 | 82.20% |
November 30, 2022 | 82.20% |
October 31, 2022 | 82.20% |
September 30, 2022 | 87.35% |
August 31, 2022 | 90.40% |
July 31, 2022 | 90.40% |
June 30, 2022 | 95.82% |
May 31, 2022 | 96.22% |
April 30, 2022 | 96.30% |
Date | Value |
---|---|
March 31, 2022 | 96.80% |
February 28, 2022 | 96.80% |
January 31, 2022 | 96.80% |
December 31, 2021 | 96.80% |
November 30, 2021 | 96.80% |
October 31, 2021 | 96.80% |
September 30, 2021 | 96.80% |
August 31, 2021 | 96.80% |
July 31, 2021 | 96.87% |
June 30, 2021 | 97.60% |
May 31, 2021 | 98.28% |
April 30, 2021 | 98.32% |
March 31, 2021 | 98.32% |
February 28, 2021 | 98.32% |
January 31, 2021 | 98.32% |
December 31, 2020 | 98.32% |
November 30, 2020 | 98.40% |
October 31, 2020 | 98.40% |
September 30, 2020 | 98.40% |
August 31, 2020 | 98.40% |
July 31, 2020 | 98.40% |
June 30, 2020 | 98.40% |
May 31, 2020 | 98.40% |
April 30, 2020 | 98.40% |
March 31, 2020 | 98.40% |
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
82.20%
Minimum
Oct 2022
98.40%
Maximum
May 2019
92.44%
Average
96.80%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Eli Lilly and Co | 22.48% |
Viking Therapeutics Inc | 89.26% |
Akero Therapeutics Inc | -- |
89bio Inc | -- |
Geron Corp | 86.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 15.62 |
Beta (5Y) | -0.3318 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 157.6% |
Historical Sharpe Ratio (5Y) | 0.0757 |
Historical Sortino (5Y) | 0.455 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.55% |