Moderna Inc (MRNA)
54.63
+0.27
(+0.50%)
USD |
NASDAQ |
Nov 01, 16:00
55.00
+0.37
(+0.68%)
After-Hours: 20:00
Moderna Max Drawdown (5Y): 89.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.10% |
| September 30, 2024 | 86.86% |
| August 31, 2024 | 85.65% |
| July 31, 2024 | 85.65% |
| June 30, 2024 | 85.65% |
| May 31, 2024 | 85.65% |
| April 30, 2024 | 85.65% |
| March 31, 2024 | 85.65% |
| February 29, 2024 | 85.65% |
| January 31, 2024 | 85.65% |
| December 31, 2023 | 85.65% |
| November 30, 2023 | 85.65% |
| October 31, 2023 | 85.16% |
| September 30, 2023 | 80.10% |
| August 31, 2023 | 80.10% |
| July 31, 2023 | 75.82% |
| June 30, 2023 | 75.82% |
| May 31, 2023 | 75.82% |
| April 30, 2023 | 75.82% |
| March 31, 2023 | 75.82% |
| February 28, 2023 | 75.82% |
| January 31, 2023 | 75.82% |
| December 31, 2022 | 75.82% |
| November 30, 2022 | 75.82% |
| October 31, 2022 | 75.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.82% |
| August 31, 2022 | 75.82% |
| July 31, 2022 | 75.82% |
| June 30, 2022 | 75.82% |
| May 31, 2022 | 74.52% |
| April 30, 2022 | 73.90% |
| March 31, 2022 | 73.90% |
| February 28, 2022 | 71.98% |
| January 31, 2022 | 69.32% |
| December 31, 2021 | 56.74% |
| November 30, 2021 | 56.74% |
| October 31, 2021 | 56.74% |
| September 30, 2021 | 56.74% |
| August 31, 2021 | 56.74% |
| July 31, 2021 | 56.74% |
| June 30, 2021 | 56.74% |
| May 31, 2021 | 56.74% |
| April 30, 2021 | 56.74% |
| March 31, 2021 | 56.74% |
| February 28, 2021 | 56.74% |
| January 31, 2021 | 56.74% |
| December 31, 2020 | 56.74% |
| November 30, 2020 | 56.74% |
| October 31, 2020 | 56.74% |
| September 30, 2020 | 56.74% |
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
56.74%
Minimum
Nov 2019
89.10%
Maximum
Oct 2024
69.64%
Average
74.21%
Median
Max Drawdown (5Y) Benchmarks
| Eli Lilly and Co | 22.48% |
| Merck & Co Inc | 27.26% |
| Pfizer Inc | 54.78% |
| Novavax Inc | 98.82% |
| Amgen Inc | 24.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.332 |
| Beta (5Y) | 1.693 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.13% |
| Historical Sharpe Ratio (5Y) | 0.2713 |
| Historical Sortino (5Y) | 0.736 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.85% |