MorphoSys AG (MPSYF)
71.38
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
MorphoSys Max Drawdown (5Y): 90.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.07% |
| March 31, 2024 | 90.07% |
| February 29, 2024 | 90.07% |
| January 31, 2024 | 90.07% |
| December 31, 2023 | 90.07% |
| November 30, 2023 | 90.07% |
| October 31, 2023 | 90.07% |
| September 30, 2023 | 90.07% |
| August 31, 2023 | 90.07% |
| July 31, 2023 | 90.07% |
| June 30, 2023 | 90.07% |
| May 31, 2023 | 90.07% |
| April 30, 2023 | 90.07% |
| March 31, 2023 | 90.07% |
| February 28, 2023 | 90.07% |
| January 31, 2023 | 90.07% |
| December 31, 2022 | 90.07% |
| November 30, 2022 | 89.36% |
| October 31, 2022 | 88.62% |
| September 30, 2022 | 88.62% |
| August 31, 2022 | 87.11% |
| July 31, 2022 | 86.78% |
| June 30, 2022 | 86.78% |
| May 31, 2022 | 86.78% |
| April 30, 2022 | 85.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.24% |
| February 28, 2022 | 81.05% |
| January 31, 2022 | 79.71% |
| December 31, 2021 | 74.38% |
| November 30, 2021 | 73.24% |
| October 31, 2021 | 69.49% |
| September 30, 2021 | 66.50% |
| August 31, 2021 | 63.88% |
| July 31, 2021 | 59.37% |
| June 30, 2021 | 62.74% |
| May 31, 2021 | 62.74% |
| April 30, 2021 | 62.74% |
| March 31, 2021 | 64.91% |
| February 28, 2021 | 64.91% |
| January 31, 2021 | 64.91% |
| December 31, 2020 | 64.91% |
| November 30, 2020 | 64.91% |
| October 31, 2020 | 64.91% |
| September 30, 2020 | 64.91% |
| August 31, 2020 | 64.91% |
| July 31, 2020 | 64.91% |
| June 30, 2020 | 64.91% |
| May 31, 2020 | 64.91% |
| April 30, 2020 | 64.91% |
| March 31, 2020 | 64.91% |
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
59.37%
Minimum
Jul 2021
90.07%
Maximum
Dec 2022
76.01%
Average
71.37%
Median
Max Drawdown (5Y) Benchmarks
| Affimed NV | 97.22% |
| InflaRx NV | 98.49% |
| BioNTech SE | -- |
| Immatics NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.61 |
| Beta (5Y) | 0.9413 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.04% |
| Historical Sharpe Ratio (5Y) | -0.1331 |
| Historical Sortino (5Y) | -0.2634 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.09% |