Moderna Inc (MRNA)
33.87
-0.30
(-0.88%)
USD |
NASDAQ |
Mar 25, 16:00
33.92
+0.05
(+0.15%)
After-Hours: 19:41
Moderna Max Drawdown (5Y): 93.70% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| Biogen Inc | 67.83% |
| Gilead Sciences Inc | 38.10% |
| Johnson & Johnson | 27.36% |
| Eli Lilly and Co | 24.27% |
| Vertex Pharmaceuticals Inc | 41.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.59 |
| Beta (5Y) | 1.863 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.66% |
| Historical Sharpe Ratio (5Y) | 0.0124 |
| Historical Sortino (5Y) | 0.0321 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.31% |