Moderna, Inc. (MRNA)
190.01
+1.07
(+0.57%)
USD |
NASDAQ |
Oct 02, 16:00
189.64
-0.37
(-0.19%)
After-Hours: 20:00
Moderna Max Drawdown (5Y) : 95.38% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 95.38% |
| August 31, 2026 | 95.38% |
| July 31, 2026 | 95.38% |
| June 30, 2026 | 95.38% |
| May 31, 2026 | 95.38% |
| April 30, 2026 | 95.38% |
| March 31, 2026 | 95.38% |
| February 28, 2026 | 95.38% |
| January 31, 2026 | 95.38% |
| December 31, 2025 | 95.38% |
| November 30, 2025 | 95.38% |
| October 31, 2025 | 95.15% |
| September 30, 2025 | 95.15% |
| August 31, 2025 | 95.12% |
| July 31, 2025 | 95.12% |
| June 30, 2025 | 95.12% |
| May 31, 2025 | 95.12% |
| April 30, 2025 | 94.94% |
| March 31, 2025 | 94.15% |
| February 28, 2025 | 93.70% |
| January 31, 2025 | 93.03% |
| December 31, 2024 | 92.39% |
| November 30, 2024 | 92.39% |
| October 31, 2024 | 89.10% |
| September 30, 2024 | 86.86% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 75.82% |
| August 31, 2022 | 75.82% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Sarepta Therapeutics, Inc. | 93.33% |
| BioNTech SE | 82.24% |
| Revolution Medicines, Inc. | 73.29% |
| Twist Bioscience Corp. | 94.48% |
| Arrowhead Pharmaceuticals, Inc. | 88.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.64 |
| Beta (5Y) | 1.092 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.64% |
| Historical Sharpe Ratio (5Y) | -0.1748 |
| Historical Sortino (5Y) | -0.5147 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.23% |