Madrigal Pharmaceuticals Inc (MDGL)
331.32
+11.74
(+3.67%)
USD |
NASDAQ |
Nov 04, 16:00
331.02
-0.30
(-0.09%)
After-Hours: 20:00
Madrigal Pharmaceuticals Max Drawdown (5Y): 82.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.20% |
| September 30, 2024 | 82.20% |
| August 31, 2024 | 82.20% |
| July 31, 2024 | 82.20% |
| June 30, 2024 | 82.20% |
| May 31, 2024 | 82.20% |
| April 30, 2024 | 82.20% |
| March 31, 2024 | 82.20% |
| February 29, 2024 | 82.20% |
| January 31, 2024 | 82.20% |
| December 31, 2023 | 82.20% |
| November 30, 2023 | 82.20% |
| October 31, 2023 | 82.20% |
| September 30, 2023 | 82.20% |
| August 31, 2023 | 82.20% |
| July 31, 2023 | 82.20% |
| June 30, 2023 | 82.20% |
| May 31, 2023 | 82.20% |
| April 30, 2023 | 82.20% |
| March 31, 2023 | 82.20% |
| February 28, 2023 | 82.20% |
| January 31, 2023 | 82.20% |
| December 31, 2022 | 82.20% |
| November 30, 2022 | 82.20% |
| October 31, 2022 | 82.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.35% |
| August 31, 2022 | 90.40% |
| July 31, 2022 | 90.40% |
| June 30, 2022 | 95.82% |
| May 31, 2022 | 96.22% |
| April 30, 2022 | 96.30% |
| March 31, 2022 | 96.80% |
| February 28, 2022 | 96.80% |
| January 31, 2022 | 96.80% |
| December 31, 2021 | 96.80% |
| November 30, 2021 | 96.80% |
| October 31, 2021 | 96.80% |
| September 30, 2021 | 96.80% |
| August 31, 2021 | 96.80% |
| July 31, 2021 | 96.87% |
| June 30, 2021 | 97.60% |
| May 31, 2021 | 98.28% |
| April 30, 2021 | 98.32% |
| March 31, 2021 | 98.32% |
| February 28, 2021 | 98.32% |
| January 31, 2021 | 98.32% |
| December 31, 2020 | 98.32% |
| November 30, 2020 | 98.40% |
| October 31, 2020 | 98.40% |
| September 30, 2020 | 98.40% |
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
82.20%
Minimum
Oct 2022
98.40%
Maximum
Nov 2019
90.82%
Average
96.26%
Median
Max Drawdown (5Y) Benchmarks
| ACADIA Pharmaceuticals Inc | 77.18% |
| Sarepta Therapeutics Inc | 64.93% |
| ADMA Biologics Inc | 84.77% |
| Intra-Cellular Therapies Inc | 79.05% |
| Entrada Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 26.50 |
| Beta (5Y) | -0.4604 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 157.8% |
| Historical Sharpe Ratio (5Y) | 0.1302 |
| Historical Sortino (5Y) | 0.7861 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.55% |