Y-mAbs Therapeutics Inc (YMAB)
17.27
+0.81
(+4.92%)
USD |
NASDAQ |
May 02, 15:41
Y-mAbs Therapeutics Max Drawdown (5Y): 94.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 94.78% |
March 31, 2024 | 94.78% |
February 29, 2024 | 94.78% |
January 31, 2024 | 94.78% |
December 31, 2023 | 94.78% |
November 30, 2023 | 94.78% |
October 31, 2023 | 94.78% |
September 30, 2023 | 94.78% |
August 31, 2023 | 94.78% |
July 31, 2023 | 94.78% |
June 30, 2023 | 94.78% |
May 31, 2023 | 94.78% |
April 30, 2023 | 94.78% |
March 31, 2023 | 94.78% |
February 28, 2023 | 94.47% |
January 31, 2023 | 94.47% |
December 31, 2022 | 94.47% |
November 30, 2022 | 94.47% |
October 31, 2022 | 93.35% |
September 30, 2022 | 87.93% |
August 31, 2022 | 87.93% |
July 31, 2022 | 87.93% |
June 30, 2022 | 87.93% |
May 31, 2022 | 87.93% |
April 30, 2022 | 87.93% |
Date | Value |
---|---|
March 31, 2022 | 87.93% |
February 28, 2022 | 87.93% |
January 31, 2022 | 83.97% |
December 31, 2021 | 71.42% |
November 30, 2021 | 68.61% |
October 31, 2021 | 59.80% |
September 30, 2021 | 59.80% |
August 31, 2021 | 59.80% |
July 31, 2021 | 59.80% |
June 30, 2021 | 59.80% |
May 31, 2021 | 59.80% |
April 30, 2021 | 59.80% |
March 31, 2021 | 59.80% |
February 28, 2021 | 59.80% |
January 31, 2021 | 59.80% |
December 31, 2020 | 59.80% |
November 30, 2020 | 59.80% |
October 31, 2020 | 59.80% |
September 30, 2020 | 59.80% |
August 31, 2020 | 59.80% |
July 31, 2020 | 59.80% |
June 30, 2020 | 59.80% |
May 31, 2020 | 59.80% |
April 30, 2020 | 59.80% |
March 31, 2020 | 59.80% |
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
46.72%
Minimum
May 2019
94.78%
Maximum
Mar 2023
73.15%
Average
64.21%
Median
Max Drawdown (5Y) Benchmarks
The Cooper Companies Inc | 45.45% |
Puma Biotechnology Inc | 98.76% |
Humacyte Inc | -- |
Moderna Inc | 85.65% |
NovaBay Pharmaceuticals Inc | 99.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.71 |
Beta (5Y) | 0.7818 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.72% |
Historical Sharpe Ratio (5Y) | -0.1056 |
Historical Sortino (5Y) | -0.1936 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.61% |