IGM Biosciences Inc (IGMS)
8.85
-0.92
(-9.37%)
USD |
NASDAQ |
Nov 21, 16:00
8.75
-0.10
(-1.13%)
After-Hours: 20:00
IGM Biosciences Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Moderna Inc | -- |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
| iBio Inc | 99.97% |
| Theriva Biologics Inc | 99.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.83 |
| Beta (5Y) | 0.2011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.75% |
| Historical Sharpe Ratio (5Y) | -0.086 |
| Historical Sortino (5Y) | -0.1916 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.45% |