Mersana Therapeutics Inc (MRSN)
2.94
+0.09
(+3.16%)
USD |
NASDAQ |
Apr 26, 16:00
2.925
-0.02
(-0.51%)
After-Hours: 20:00
Mersana Therapeutics Max Drawdown (5Y): 96.16% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.16% |
| February 29, 2024 | 96.16% |
| January 31, 2024 | 96.16% |
| December 31, 2023 | 96.16% |
| November 30, 2023 | 96.16% |
| October 31, 2023 | 96.16% |
| September 30, 2023 | 96.16% |
| August 31, 2023 | 96.16% |
| July 31, 2023 | 96.12% |
| June 30, 2023 | 93.61% |
| May 31, 2023 | 93.61% |
| April 30, 2023 | 93.61% |
| March 31, 2023 | 93.61% |
| February 28, 2023 | 93.61% |
| January 31, 2023 | 93.61% |
| December 31, 2022 | 93.61% |
| November 30, 2022 | 93.61% |
| October 31, 2022 | 93.61% |
| September 30, 2022 | 93.61% |
| August 31, 2022 | 93.61% |
| July 31, 2022 | 93.61% |
| June 30, 2022 | 93.61% |
| May 31, 2022 | 93.61% |
| April 30, 2022 | 93.61% |
| March 31, 2022 | 93.61% |
| Date | Value |
|---|---|
| February 28, 2022 | 93.61% |
| January 31, 2022 | 93.61% |
| December 31, 2021 | 93.61% |
| November 30, 2021 | 93.61% |
| October 31, 2021 | 93.61% |
| September 30, 2021 | 93.61% |
| August 31, 2021 | 93.61% |
| July 31, 2021 | 93.61% |
| June 30, 2021 | 93.61% |
| May 31, 2021 | 93.61% |
| April 30, 2021 | 93.61% |
| March 31, 2021 | 93.61% |
| February 28, 2021 | 93.61% |
| January 31, 2021 | 93.61% |
| December 31, 2020 | 93.61% |
| November 30, 2020 | 93.61% |
| October 31, 2020 | 93.61% |
| September 30, 2020 | 93.61% |
| August 31, 2020 | 93.61% |
| July 31, 2020 | 93.61% |
| June 30, 2020 | 93.61% |
| May 31, 2020 | 93.61% |
| April 30, 2020 | 93.61% |
| March 31, 2020 | 93.61% |
| February 29, 2020 | 93.61% |
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
84.79%
Minimum
Apr 2019
96.16%
Maximum
Aug 2023
93.33%
Average
93.61%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
| Amicus Therapeutics Inc | 74.97% |
| Geron Corp | 86.09% |
| TG Therapeutics Inc | 93.19% |
| Editas Medicine Inc | 93.10% |
| G1 Therapeutics Inc | 97.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.75 |
| Beta (5Y) | 1.501 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 121.8% |
| Historical Sharpe Ratio (5Y) | -0.0423 |
| Historical Sortino (5Y) | -0.0961 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.42% |