Moderna Inc (MRNA)
102.00
-1.44
(-1.39%)
USD |
NASDAQ |
Apr 18, 16:00
100.59
-1.41
(-1.38%)
After-Hours: 04:50
Moderna Max Drawdown (5Y): 85.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 56.74% |
| July 31, 2020 | 56.74% |
| June 30, 2020 | 56.74% |
| May 31, 2020 | 56.74% |
| April 30, 2020 | 56.74% |
| March 31, 2020 | 56.74% |
| February 29, 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
28.09%
Minimum
Apr 2019
85.65%
Maximum
Nov 2023
65.10%
Average
56.74%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
| Eli Lilly and Co | 22.48% |
| Merck & Co Inc | 27.26% |
| Pfizer Inc | 53.93% |
| Johnson & Johnson | 27.36% |
| Novavax Inc | 98.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.12 |
| Beta (5Y) | 1.619 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.99% |
| Historical Sharpe Ratio (5Y) | 0.4234 |
| Historical Sortino (5Y) | 1.108 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.29% |