Merus NV (MRUS)
45.04
+0.11
(+0.24%)
USD |
NASDAQ |
Apr 26, 16:00
45.07
+0.03
(+0.07%)
After-Hours: 20:00
Merus Max Drawdown (5Y): 67.42% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 67.42% |
| February 29, 2024 | 67.42% |
| January 31, 2024 | 67.42% |
| December 31, 2023 | 67.42% |
| November 30, 2023 | 67.42% |
| October 31, 2023 | 67.42% |
| September 30, 2023 | 67.42% |
| August 31, 2023 | 67.42% |
| July 31, 2023 | 67.42% |
| June 30, 2023 | 67.42% |
| May 31, 2023 | 67.42% |
| April 30, 2023 | 67.42% |
| March 31, 2023 | 67.42% |
| February 28, 2023 | 67.42% |
| January 31, 2023 | 67.42% |
| December 31, 2022 | 67.42% |
| November 30, 2022 | 67.42% |
| October 31, 2022 | 67.42% |
| September 30, 2022 | 67.42% |
| August 31, 2022 | 67.42% |
| July 31, 2022 | 67.42% |
| June 30, 2022 | 67.42% |
| May 31, 2022 | 67.42% |
| April 30, 2022 | 67.42% |
| March 31, 2022 | 67.42% |
| Date | Value |
|---|---|
| February 28, 2022 | 67.42% |
| January 31, 2022 | 67.42% |
| December 31, 2021 | 67.42% |
| November 30, 2021 | 67.42% |
| October 31, 2021 | 67.42% |
| September 30, 2021 | 67.42% |
| August 31, 2021 | 67.42% |
| July 31, 2021 | 67.42% |
| June 30, 2021 | 67.42% |
| May 31, 2021 | 67.42% |
| April 30, 2021 | 67.42% |
| March 31, 2021 | 67.42% |
| February 28, 2021 | 67.42% |
| January 31, 2021 | 67.42% |
| December 31, 2020 | 67.42% |
| November 30, 2020 | 67.42% |
| October 31, 2020 | 67.42% |
| September 30, 2020 | 67.42% |
| August 31, 2020 | 67.42% |
| July 31, 2020 | 67.42% |
| June 30, 2020 | 67.42% |
| May 31, 2020 | 67.42% |
| April 30, 2020 | 67.42% |
| March 31, 2020 | 65.59% |
| February 29, 2020 | 65.59% |
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
65.59%
Minimum
Apr 2019
67.42%
Maximum
Apr 2020
67.06%
Average
67.42%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| argenx SE | 38.20% |
| uniQure NV | 94.14% |
| ProQR Therapeutics NV | 97.50% |
| Pharming Group | -- |
| Pharvaris NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.610 |
| Beta (5Y) | 1.101 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.12% |
| Historical Sharpe Ratio (5Y) | 0.3699 |
| Historical Sortino (5Y) | 0.712 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.92% |