Macrogenics Inc (MGNX)
15.60
+0.82
(+5.55%)
USD |
NASDAQ |
May 01, 16:00
15.60
0.00 (0.00%)
After-Hours: 18:18
Macrogenics Max Drawdown (5Y): 93.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 89.15% |
July 31, 2020 | 89.15% |
June 30, 2020 | 89.15% |
May 31, 2020 | 89.15% |
April 30, 2020 | 89.15% |
March 31, 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
71.83%
Minimum
May 2019
93.69%
Maximum
Jun 2022
88.67%
Average
89.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Allurion Technologies Inc | -- |
United Therapeutics Corp | 60.30% |
MEI Pharma Inc | 95.76% |
Marinus Pharmaceuticals Inc | 94.98% |
Voyager Therapeutics Inc | 92.11% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.86 |
Beta (5Y) | 2.092 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 151.2% |
Historical Sharpe Ratio (5Y) | -0.03 |
Historical Sortino (5Y) | -0.1072 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.03% |