Genmab A/S (GNMSF)
337.00
+9.30
(+2.84%)
USD |
OTCM |
Aug 25, 16:00
Genmab Max Drawdown (5Y) : 64.21% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 64.21% |
| June 30, 2026 | 64.21% |
| May 31, 2026 | 64.21% |
| April 30, 2026 | 64.21% |
| March 31, 2026 | 64.21% |
| February 28, 2026 | 64.21% |
| January 31, 2026 | 64.21% |
| December 31, 2025 | 64.21% |
| November 30, 2025 | 64.21% |
| October 31, 2025 | 64.21% |
| September 30, 2025 | 64.21% |
| August 31, 2025 | 64.21% |
| July 31, 2025 | 64.21% |
| June 30, 2025 | 64.21% |
| May 31, 2025 | 64.21% |
| April 30, 2025 | 64.21% |
| March 31, 2025 | 62.63% |
| February 28, 2025 | 62.63% |
| January 31, 2025 | 61.15% |
| December 31, 2024 | 60.35% |
| November 30, 2024 | 59.95% |
| October 31, 2024 | 56.25% |
| September 30, 2024 | 53.01% |
| August 31, 2024 | 51.72% |
| July 31, 2024 | 51.72% |
| Date | Value |
|---|---|
| June 30, 2024 | 50.84% |
| May 31, 2024 | 47.48% |
| 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 | 48.61% |
| August 31, 2023 | 48.61% |
| 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% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Ascendis Pharma A/S | 61.72% |
| Zealand Pharma A/S | 74.12% |
| Bavarian Nordic A/S | 74.23% |
| Evaxion AS | 99.79% |
| ACADIA Pharmaceuticals, Inc. | 77.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.39 |
| Beta (5Y) | 0.7718 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.01% |
| Historical Sharpe Ratio (5Y) | -0.3612 |
| Historical Sortino (5Y) | -0.6601 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.34% |