Merus NV (MRUS)

42.07 -1.03 (-2.39%) USD  |  NASDAQ  |  Dec 27, 16:00
42.06 -0.02 (-0.04%) After-Hours: 20:00
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Merus Max Drawdown (5Y): 67.42% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Qiagen NV 37.44%
uniQure NV 94.93%
ProQR Therapeutics NV 97.50%
argenx SE 38.20%
Pharming Group --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.446
Beta (5Y) 1.071
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 62.34%
Historical Sharpe Ratio (5Y) 0.3169
Historical Sortino (5Y) 0.619
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.92%