Mersana Therapeutics Inc (MRSN)
1.91
+0.07
(+3.80%)
USD |
NASDAQ |
Nov 05, 10:19
Mersana Therapeutics Max Drawdown (5Y): 96.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.16% |
| September 30, 2024 | 96.16% |
| August 31, 2024 | 96.16% |
| July 31, 2024 | 96.16% |
| June 30, 2024 | 96.16% |
| May 31, 2024 | 96.16% |
| April 30, 2024 | 96.16% |
| March 31, 2024 | 96.16% |
| February 29, 2024 | 96.16% |
| January 31, 2024 | 96.16% |
| December 31, 2023 | 96.16% |
| November 30, 2023 | 96.16% |
| October 31, 2023 | 96.16% |
| September 30, 2023 | 96.16% |
| August 31, 2023 | 96.16% |
| July 31, 2023 | 96.12% |
| June 30, 2023 | 93.61% |
| May 31, 2023 | 93.61% |
| April 30, 2023 | 93.61% |
| March 31, 2023 | 93.61% |
| February 28, 2023 | 93.61% |
| January 31, 2023 | 93.61% |
| December 31, 2022 | 93.61% |
| November 30, 2022 | 93.61% |
| October 31, 2022 | 93.61% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.61% |
| August 31, 2022 | 93.61% |
| July 31, 2022 | 93.61% |
| June 30, 2022 | 93.61% |
| May 31, 2022 | 93.61% |
| April 30, 2022 | 93.61% |
| March 31, 2022 | 93.61% |
| February 28, 2022 | 93.61% |
| January 31, 2022 | 93.61% |
| December 31, 2021 | 93.61% |
| November 30, 2021 | 93.61% |
| October 31, 2021 | 93.61% |
| September 30, 2021 | 93.61% |
| August 31, 2021 | 93.61% |
| July 31, 2021 | 93.61% |
| June 30, 2021 | 93.61% |
| May 31, 2021 | 93.61% |
| April 30, 2021 | 93.61% |
| March 31, 2021 | 93.61% |
| February 28, 2021 | 93.61% |
| January 31, 2021 | 93.61% |
| December 31, 2020 | 93.61% |
| November 30, 2020 | 93.61% |
| October 31, 2020 | 93.61% |
| September 30, 2020 | 93.61% |
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
93.61%
Minimum
Nov 2019
96.16%
Maximum
Aug 2023
94.29%
Average
93.61%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Chimerix Inc | 97.79% |
| Cellectar Biosciences Inc | 99.69% |
| Marinus Pharmaceuticals Inc | 98.49% |
| Jaguar Health Inc | 100.00% |
| Seres Therapeutics Inc | 98.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.43 |
| Beta (5Y) | 1.496 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 114.1% |
| Historical Sharpe Ratio (5Y) | -0.0273 |
| Historical Sortino (5Y) | -0.0591 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.84% |