MorphoSys AG (MOR)
17.41
+0.05
(+0.29%)
USD |
NASDAQ |
Apr 30, 16:00
17.42
+0.02
(+0.09%)
After-Hours: 20:00
MorphoSys Max Drawdown (5Y): 91.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.41% |
| March 31, 2024 | 91.41% |
| February 29, 2024 | 91.41% |
| January 31, 2024 | 91.41% |
| December 31, 2023 | 91.41% |
| November 30, 2023 | 91.41% |
| October 31, 2023 | 91.41% |
| September 30, 2023 | 91.41% |
| August 31, 2023 | 91.41% |
| July 31, 2023 | 91.41% |
| June 30, 2023 | 91.41% |
| May 31, 2023 | 91.41% |
| April 30, 2023 | 91.41% |
| March 31, 2023 | 91.41% |
| February 28, 2023 | 91.41% |
| January 31, 2023 | 91.41% |
| December 31, 2022 | 91.41% |
| November 30, 2022 | 89.67% |
| October 31, 2022 | 88.92% |
| September 30, 2022 | 88.92% |
| August 31, 2022 | 88.20% |
| July 31, 2022 | 87.91% |
| June 30, 2022 | 87.91% |
| May 31, 2022 | 87.71% |
| April 30, 2022 | 86.11% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.29% |
| February 28, 2022 | 82.76% |
| January 31, 2022 | 80.67% |
| December 31, 2021 | 75.70% |
| November 30, 2021 | 74.06% |
| October 31, 2021 | 70.66% |
| September 30, 2021 | 68.52% |
| August 31, 2021 | 64.86% |
| July 31, 2021 | 63.44% |
| June 30, 2021 | 49.52% |
| May 31, 2021 | 49.52% |
| April 30, 2021 | 49.52% |
| March 31, 2021 | 49.52% |
| February 28, 2021 | 49.52% |
| January 31, 2021 | 49.52% |
| December 31, 2020 | 49.52% |
| November 30, 2020 | 49.52% |
| October 31, 2020 | 49.52% |
| September 30, 2020 | 49.52% |
| August 31, 2020 | 49.52% |
| July 31, 2020 | 49.52% |
| June 30, 2020 | 49.52% |
| May 31, 2020 | 49.52% |
| April 30, 2020 | 49.52% |
| March 31, 2020 | 49.52% |
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
38.42%
Minimum
May 2019
91.41%
Maximum
Dec 2022
68.35%
Average
72.36%
Median
Max Drawdown (5Y) Benchmarks
| Incyte Corp | 58.61% |
| Novartis AG | 25.99% |
| Immatics NV | -- |
| Affimed NV | 97.22% |
| InflaRx NV | 98.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.65 |
| Beta (5Y) | 1.155 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.12% |
| Historical Sharpe Ratio (5Y) | -0.1288 |
| Historical Sortino (5Y) | -0.3162 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.31% |