Genmab AS (GMAB)
21.33
-0.34
(-1.57%)
USD |
NASDAQ |
Nov 14, 13:07
Genmab Max Drawdown (5Y): 54.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 54.19% |
September 30, 2024 | 51.09% |
August 31, 2024 | 48.99% |
July 31, 2024 | 48.99% |
June 30, 2024 | 48.42% |
May 31, 2024 | 45.75% |
April 30, 2024 | 45.75% |
March 31, 2024 | 45.75% |
February 29, 2024 | 45.75% |
January 31, 2024 | 44.93% |
December 31, 2023 | 44.93% |
November 30, 2023 | 44.93% |
October 31, 2023 | 44.93% |
September 30, 2023 | 44.93% |
August 31, 2023 | 44.93% |
July 31, 2023 | 48.37% |
June 30, 2023 | 48.37% |
May 31, 2023 | 48.37% |
April 30, 2023 | 48.37% |
March 31, 2023 | 48.37% |
February 28, 2023 | 48.37% |
January 31, 2023 | 48.37% |
December 31, 2022 | 48.37% |
November 30, 2022 | 48.37% |
October 31, 2022 | 48.37% |
Date | Value |
---|---|
September 30, 2022 | 48.37% |
August 31, 2022 | 48.37% |
July 31, 2022 | 48.37% |
June 30, 2022 | 48.37% |
May 31, 2022 | 48.37% |
April 30, 2022 | 48.37% |
March 31, 2022 | 48.37% |
February 28, 2022 | 48.37% |
January 31, 2022 | 48.37% |
December 31, 2021 | 48.37% |
November 30, 2021 | 48.37% |
October 31, 2021 | 48.37% |
September 30, 2021 | 48.37% |
August 31, 2021 | 48.37% |
July 31, 2021 | 48.37% |
June 30, 2021 | 48.37% |
May 31, 2021 | 48.37% |
April 30, 2021 | 48.37% |
March 31, 2021 | 48.37% |
February 28, 2021 | 48.37% |
January 31, 2021 | 48.37% |
December 31, 2020 | 48.37% |
November 30, 2020 | 48.37% |
October 31, 2020 | 48.37% |
September 30, 2020 | 48.37% |
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
44.93%
Minimum
Aug 2023
54.19%
Maximum
Oct 2024
48.02%
Average
48.37%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Novo Nordisk AS | 23.65% |
Ascendis Pharma AS | 61.72% |
Galecto Inc | -- |
Evaxion Biotech AS | -- |
IO Biotech Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.72 |
Beta (5Y) | 0.9903 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.65% |
Historical Sharpe Ratio (5Y) | -0.0543 |
Historical Sortino (5Y) | -0.0949 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.62% |