MeiraGTx Holdings PLC (MGTX)
4.14
-0.07
(-1.66%)
USD |
NASDAQ |
Jun 26, 13:43
MeiraGTx Holdings Max Drawdown (5Y): 88.00% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 88.00% |
| April 30, 2024 | 88.00% |
| March 31, 2024 | 88.00% |
| February 29, 2024 | 88.00% |
| January 31, 2024 | 88.00% |
| December 31, 2023 | 88.00% |
| November 30, 2023 | 88.00% |
| October 31, 2023 | 88.00% |
| September 30, 2023 | 84.04% |
| August 31, 2023 | 83.21% |
| July 31, 2023 | 83.21% |
| June 30, 2023 | 83.21% |
| May 31, 2023 | 83.21% |
| April 30, 2023 | 83.21% |
| March 31, 2023 | 83.21% |
| February 28, 2023 | 80.67% |
| January 31, 2023 | 80.67% |
| December 31, 2022 | 80.67% |
| November 30, 2022 | 80.41% |
| October 31, 2022 | 77.34% |
| September 30, 2022 | 77.34% |
| August 31, 2022 | 77.34% |
| July 31, 2022 | 77.34% |
| June 30, 2022 | 77.34% |
| May 31, 2022 | 74.38% |
| Date | Value |
|---|---|
| April 30, 2022 | 68.98% |
| March 31, 2022 | 68.98% |
| February 28, 2022 | 68.98% |
| January 31, 2022 | 68.98% |
| December 31, 2021 | 68.98% |
| November 30, 2021 | 68.98% |
| October 31, 2021 | 68.98% |
| September 30, 2021 | 68.98% |
| August 31, 2021 | 68.98% |
| July 31, 2021 | 68.98% |
| June 30, 2021 | 68.98% |
| May 31, 2021 | 68.98% |
| April 30, 2021 | 68.98% |
| March 31, 2021 | 68.98% |
| February 28, 2021 | 68.98% |
| January 31, 2021 | 68.98% |
| December 31, 2020 | 68.98% |
| November 30, 2020 | 68.98% |
| October 31, 2020 | 68.98% |
| September 30, 2020 | 68.98% |
| August 31, 2020 | 68.98% |
| July 31, 2020 | 68.98% |
| June 30, 2020 | 68.98% |
| May 31, 2020 | 68.98% |
| April 30, 2020 | 68.98% |
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
46.00%
Minimum
Jun 2019
88.00%
Maximum
Oct 2023
71.96%
Average
68.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Regeneron Pharmaceuticals Inc | 53.84% |
| CEL-SCI Corp | 96.13% |
| AIM ImmunoTech Inc | 99.76% |
| IGC Pharma Inc | 97.77% |
| NovaBay Pharmaceuticals Inc | 99.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.43 |
| Beta (5Y) | 1.414 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.76% |
| Historical Sharpe Ratio (5Y) | -0.4332 |
| Historical Sortino (5Y) | -0.8283 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.58% |