Mereo BioPharma Group PLC (MREO)
3.68
+0.10
(+2.79%)
USD |
NASDAQ |
Nov 21, 16:00
3.675
0.00 (0.00%)
Pre-Market: 20:00
Mereo BioPharma Group Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.327 |
| Beta (5Y) | 0.9638 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 124.9% |
| Historical Sharpe Ratio (5Y) | 0.0409 |
| Historical Sortino (5Y) | 0.1216 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.89% |