IGM Biosciences Inc (IGMS)
1.17
+0.02
(+1.74%)
USD |
NASDAQ |
Apr 01, 11:42
IGM Biosciences Max Drawdown (5Y): 99.05% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| BioXcel Therapeutics Inc | 99.83% |
| Biomea Fusion Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 98.13% |
| Theriva Biologics Inc | 99.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -65.91 |
| Beta (5Y) | 0.5787 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.5% |
| Historical Sharpe Ratio (5Y) | -0.5639 |
| Historical Sortino (5Y) | -1.046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.61% |