argenx SE (ARGX)
605.92
+9.18
(+1.54%)
USD |
NASDAQ |
Nov 22, 16:00
597.01
-8.91
(-1.47%)
After-Hours: 20:00
argenx Max Drawdown (5Y): 38.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.20% |
| September 30, 2024 | 38.20% |
| August 31, 2024 | 38.20% |
| July 31, 2024 | 38.20% |
| June 30, 2024 | 38.20% |
| May 31, 2024 | 38.20% |
| April 30, 2024 | 38.20% |
| March 31, 2024 | 38.20% |
| February 29, 2024 | 38.20% |
| January 31, 2024 | 38.20% |
| December 31, 2023 | 38.20% |
| November 30, 2023 | 34.13% |
| October 31, 2023 | 34.13% |
| September 30, 2023 | 36.29% |
| August 31, 2023 | 36.29% |
| July 31, 2023 | 36.29% |
| June 30, 2023 | 36.29% |
| May 31, 2023 | 36.29% |
| April 30, 2023 | 36.29% |
| March 31, 2023 | 36.29% |
| February 28, 2023 | 36.29% |
| January 31, 2023 | 36.29% |
| December 31, 2022 | 36.29% |
| November 30, 2022 | 36.29% |
| October 31, 2022 | 36.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.29% |
| August 31, 2022 | 36.29% |
| July 31, 2022 | 36.29% |
| June 30, 2022 | 36.29% |
| May 31, 2022 | 36.29% |
| April 30, 2022 | 36.29% |
| March 31, 2022 | 36.29% |
| February 28, 2022 | 36.29% |
| January 31, 2022 | 36.29% |
| December 31, 2021 | 36.29% |
| November 30, 2021 | 36.29% |
| October 31, 2021 | 36.29% |
| September 30, 2021 | 36.29% |
| August 31, 2021 | 36.29% |
| July 31, 2021 | 36.29% |
| June 30, 2021 | 36.29% |
| May 31, 2021 | 36.29% |
| April 30, 2021 | 36.29% |
| March 31, 2021 | 36.29% |
| February 28, 2021 | 36.29% |
| January 31, 2021 | 36.29% |
| December 31, 2020 | 36.29% |
| November 30, 2020 | 36.29% |
| October 31, 2020 | 36.29% |
| September 30, 2020 | 36.29% |
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
34.13%
Minimum
Oct 2023
38.20%
Maximum
Dec 2023
36.57%
Average
36.29%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Biodexa Pharmaceuticals PLC | 100.00% |
| uniQure NV | 94.93% |
| ProQR Therapeutics NV | 97.50% |
| Akari Therapeutics PLC | 98.63% |
| Merus NV | 67.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 26.48 |
| Beta (5Y) | 0.6146 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.57% |
| Historical Sharpe Ratio (5Y) | 0.8086 |
| Historical Sortino (5Y) | 1.665 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.61% |