Moderna Inc (MRNA)
38.26
+1.32
(+3.57%)
USD |
NASDAQ |
Nov 21, 16:00
38.21
-0.05
(-0.13%)
After-Hours: 18:16
Moderna 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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Eli Lilly and Co | 22.48% |
| Merck & Co Inc | 27.26% |
| Pfizer Inc | 54.78% |
| Novavax Inc | 98.82% |
| Vertex Pharmaceuticals Inc | 41.60% |
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% |