Mereo BioPharma Group PLC (MREO)
4.01
-0.27
(-6.31%)
USD |
NASDAQ |
Nov 04, 16:00
4.025
+0.02
(+0.37%)
After-Hours: 20:00
Mereo BioPharma Group Max Drawdown (5Y): 94.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 94.92% |
September 30, 2024 | 94.92% |
August 31, 2024 | 94.92% |
July 31, 2024 | 94.92% |
June 30, 2024 | 94.92% |
May 31, 2024 | 94.92% |
April 30, 2024 | 94.92% |
March 31, 2024 | 94.92% |
February 29, 2024 | 94.92% |
January 31, 2024 | 94.92% |
December 31, 2023 | 94.92% |
November 30, 2023 | 94.92% |
October 31, 2023 | 94.92% |
September 30, 2023 | 94.92% |
August 31, 2023 | 94.92% |
July 31, 2023 | 94.92% |
June 30, 2023 | 94.92% |
May 31, 2023 | 94.92% |
April 30, 2023 | 94.92% |
March 31, 2023 | 94.92% |
February 28, 2023 | 94.92% |
January 31, 2023 | 94.92% |
December 31, 2022 | 94.92% |
November 30, 2022 | 94.92% |
October 31, 2022 | 94.92% |
Date | Value |
---|---|
September 30, 2022 | 94.92% |
August 31, 2022 | 94.92% |
July 31, 2022 | 94.92% |
June 30, 2022 | 94.92% |
May 31, 2022 | 94.92% |
April 30, 2022 | 90.46% |
March 31, 2022 | 87.70% |
February 28, 2022 | 87.70% |
January 31, 2022 | 87.70% |
December 31, 2021 | 87.70% |
November 30, 2021 | 87.70% |
October 31, 2021 | 87.70% |
September 30, 2021 | 87.70% |
August 31, 2021 | 87.70% |
July 31, 2021 | 87.70% |
June 30, 2021 | 87.70% |
May 31, 2021 | 87.70% |
April 30, 2021 | 87.70% |
March 31, 2021 | 87.70% |
February 28, 2021 | 87.70% |
January 31, 2021 | 87.70% |
December 31, 2020 | 87.70% |
November 30, 2020 | 87.70% |
October 31, 2020 | 87.70% |
September 30, 2020 | 87.70% |
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
67.69%
Minimum
Nov 2019
94.92%
Maximum
May 2022
90.79%
Average
92.69%
Median
Max Drawdown (5Y) Benchmarks
NuCana PLC | 99.28% |
TC BioPharm (Holdings) PLC | -- |
Adaptimmune Therapeutics PLC | 96.45% |
Biodexa Pharmaceuticals PLC | 100.00% |
Bicycle Therapeutics PLC | 78.82% |
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% |