Genmab AS (GMAB)
20.65
+0.18
(+0.88%)
USD |
NASDAQ |
Nov 22, 16:00
20.92
+0.27
(+1.31%)
After-Hours: 20:00
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 | 48.37% |
| August 31, 2023 | 48.37% |
| 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
Oct 2023
54.19%
Maximum
Oct 2024
48.13%
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% |