Macrogenics Inc (MGNX)
3.87
+0.21
(+5.74%)
USD |
NASDAQ |
Nov 01, 16:00
3.88
+0.01
(+0.26%)
After-Hours: 20:00
Macrogenics Max Drawdown (5Y): 93.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.69% |
| September 30, 2024 | 93.69% |
| August 31, 2024 | 93.69% |
| July 31, 2024 | 93.69% |
| June 30, 2024 | 93.69% |
| May 31, 2024 | 93.69% |
| April 30, 2024 | 93.69% |
| March 31, 2024 | 93.69% |
| February 29, 2024 | 93.69% |
| January 31, 2024 | 93.69% |
| December 31, 2023 | 93.69% |
| November 30, 2023 | 93.69% |
| October 31, 2023 | 93.69% |
| September 30, 2023 | 93.69% |
| August 31, 2023 | 93.69% |
| July 31, 2023 | 93.69% |
| June 30, 2023 | 93.69% |
| May 31, 2023 | 93.69% |
| April 30, 2023 | 93.69% |
| March 31, 2023 | 93.69% |
| February 28, 2023 | 93.69% |
| January 31, 2023 | 93.69% |
| December 31, 2022 | 93.69% |
| November 30, 2022 | 93.69% |
| October 31, 2022 | 93.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.69% |
| August 31, 2022 | 93.69% |
| July 31, 2022 | 93.69% |
| June 30, 2022 | 93.69% |
| May 31, 2022 | 90.37% |
| April 30, 2022 | 89.15% |
| March 31, 2022 | 89.15% |
| February 28, 2022 | 89.15% |
| January 31, 2022 | 89.15% |
| December 31, 2021 | 89.15% |
| November 30, 2021 | 89.15% |
| October 31, 2021 | 89.15% |
| September 30, 2021 | 89.15% |
| August 31, 2021 | 89.15% |
| July 31, 2021 | 89.15% |
| June 30, 2021 | 89.15% |
| May 31, 2021 | 89.15% |
| April 30, 2021 | 89.15% |
| March 31, 2021 | 89.15% |
| February 28, 2021 | 89.15% |
| January 31, 2021 | 89.15% |
| December 31, 2020 | 89.15% |
| November 30, 2020 | 89.15% |
| October 31, 2020 | 89.15% |
| September 30, 2020 | 89.15% |
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
79.86%
Minimum
Nov 2019
93.69%
Maximum
Jun 2022
90.74%
Average
89.76%
Median
Max Drawdown (5Y) Benchmarks
| Zimmer Biomet Holdings Inc | 49.73% |
| Penumbra Inc | 62.64% |
| Apellis Pharmaceuticals Inc | 74.65% |
| NovaBay Pharmaceuticals Inc | 99.98% |
| Palatin Technologies Inc | 97.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.78 |
| Beta (5Y) | 2.085 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 155.0% |
| Historical Sharpe Ratio (5Y) | -0.1153 |
| Historical Sortino (5Y) | -0.3283 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.52% |