Genmab A/S (GNMSF)
301.28
-0.69
(-0.23%)
USD |
OTCM |
May 17, 16:00
Genmab Max Drawdown (5Y): 47.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 47.48% |
| March 31, 2024 | 47.48% |
| February 29, 2024 | 47.48% |
| January 31, 2024 | 46.65% |
| December 31, 2023 | 46.65% |
| November 30, 2023 | 46.65% |
| October 31, 2023 | 46.65% |
| September 30, 2023 | 46.65% |
| August 31, 2023 | 46.65% |
| July 31, 2023 | 48.61% |
| June 30, 2023 | 48.61% |
| May 31, 2023 | 48.61% |
| April 30, 2023 | 48.61% |
| March 31, 2023 | 48.61% |
| February 28, 2023 | 48.61% |
| January 31, 2023 | 48.61% |
| December 31, 2022 | 48.61% |
| November 30, 2022 | 48.61% |
| October 31, 2022 | 48.61% |
| September 30, 2022 | 48.61% |
| August 31, 2022 | 48.61% |
| July 31, 2022 | 48.61% |
| June 30, 2022 | 48.61% |
| May 31, 2022 | 48.61% |
| April 30, 2022 | 48.61% |
| Date | Value |
|---|---|
| March 31, 2022 | 48.61% |
| February 28, 2022 | 48.61% |
| January 31, 2022 | 48.61% |
| December 31, 2021 | 48.61% |
| November 30, 2021 | 48.61% |
| October 31, 2021 | 48.61% |
| September 30, 2021 | 48.61% |
| August 31, 2021 | 48.61% |
| July 31, 2021 | 48.61% |
| June 30, 2021 | 48.61% |
| May 31, 2021 | 48.61% |
| April 30, 2021 | 48.61% |
| March 31, 2021 | 48.61% |
| February 28, 2021 | 48.61% |
| January 31, 2021 | 48.61% |
| December 31, 2020 | 48.61% |
| November 30, 2020 | 48.61% |
| October 31, 2020 | 48.61% |
| September 30, 2020 | 48.61% |
| August 31, 2020 | 48.61% |
| July 31, 2020 | 48.61% |
| June 30, 2020 | 48.61% |
| May 31, 2020 | 51.60% |
| April 30, 2020 | 51.77% |
| March 31, 2020 | 51.77% |
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
46.65%
Minimum
Aug 2023
78.57%
Maximum
May 2019
51.80%
Average
48.61%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Ascendis Pharma A/S | 61.72% |
| Galecto Inc | -- |
| Evaxion Biotech AS | -- |
| IO Biotech Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.270 |
| Beta (5Y) | 1.047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.56% |
| Historical Sharpe Ratio (5Y) | 0.2297 |
| Historical Sortino (5Y) | 0.3799 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.04% |