Merus NV (MRUS)
44.03
-0.99
(-2.20%)
USD |
NASDAQ |
May 17, 16:00
44.03
0.00 (0.00%)
After-Hours: 20:00
Merus Max Drawdown (5Y): 67.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.42% |
March 31, 2024 | 67.42% |
February 29, 2024 | 67.42% |
January 31, 2024 | 67.42% |
December 31, 2023 | 67.42% |
November 30, 2023 | 67.42% |
October 31, 2023 | 67.42% |
September 30, 2023 | 67.42% |
August 31, 2023 | 67.42% |
July 31, 2023 | 67.42% |
June 30, 2023 | 67.42% |
May 31, 2023 | 67.42% |
April 30, 2023 | 67.42% |
March 31, 2023 | 67.42% |
February 28, 2023 | 67.42% |
January 31, 2023 | 67.42% |
December 31, 2022 | 67.42% |
November 30, 2022 | 67.42% |
October 31, 2022 | 67.42% |
September 30, 2022 | 67.42% |
August 31, 2022 | 67.42% |
July 31, 2022 | 67.42% |
June 30, 2022 | 67.42% |
May 31, 2022 | 67.42% |
April 30, 2022 | 67.42% |
Date | Value |
---|---|
March 31, 2022 | 67.42% |
February 28, 2022 | 67.42% |
January 31, 2022 | 67.42% |
December 31, 2021 | 67.42% |
November 30, 2021 | 67.42% |
October 31, 2021 | 67.42% |
September 30, 2021 | 67.42% |
August 31, 2021 | 67.42% |
July 31, 2021 | 67.42% |
June 30, 2021 | 67.42% |
May 31, 2021 | 67.42% |
April 30, 2021 | 67.42% |
March 31, 2021 | 67.42% |
February 28, 2021 | 67.42% |
January 31, 2021 | 67.42% |
December 31, 2020 | 67.42% |
November 30, 2020 | 67.42% |
October 31, 2020 | 67.42% |
September 30, 2020 | 67.42% |
August 31, 2020 | 67.42% |
July 31, 2020 | 67.42% |
June 30, 2020 | 67.42% |
May 31, 2020 | 67.42% |
April 30, 2020 | 67.42% |
March 31, 2020 | 65.59% |
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
65.59%
Minimum
May 2019
67.42%
Maximum
Apr 2020
67.09%
Average
67.42%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
uniQure NV | 94.32% |
ProQR Therapeutics NV | 97.50% |
argenx SE | 38.20% |
Pharming Group | -- |
Pharvaris NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.536 |
Beta (5Y) | 1.097 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.24% |
Historical Sharpe Ratio (5Y) | 0.3495 |
Historical Sortino (5Y) | 0.6788 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.92% |