Immatics NV (IMTX)

6.85 -0.03 (-0.44%) USD  |  NASDAQ  |  Dec 20, 16:00
6.865 +0.02 (+0.22%) After-Hours: 20:00
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Immatics Max Drawdown (5Y): 65.18% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Affimed NV 97.70%
InflaRx NV 98.49%
BioNTech SE 82.24%
CureVac NV --
ATAI Life Sciences NV --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.57
Beta (5Y) 0.7431
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 54.50%
Historical Sharpe Ratio (5Y) -0.1219
Historical Sortino (5Y) -0.2292
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.41%