Macrogenics Inc (MGNX)
4.47
-0.21
(-4.49%)
USD |
NASDAQ |
Jun 14, 16:00
4.57
+0.10
(+2.24%)
After-Hours: 20:00
Macrogenics Max Drawdown (5Y): 93.69% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 93.69% |
April 30, 2024 | 93.69% |
March 31, 2024 | 93.69% |
February 29, 2024 | 93.69% |
January 31, 2024 | 93.69% |
December 31, 2023 | 93.69% |
November 30, 2023 | 93.69% |
October 31, 2023 | 93.69% |
September 30, 2023 | 93.69% |
August 31, 2023 | 93.69% |
July 31, 2023 | 93.69% |
June 30, 2023 | 93.69% |
May 31, 2023 | 93.69% |
April 30, 2023 | 93.69% |
March 31, 2023 | 93.69% |
February 28, 2023 | 93.69% |
January 31, 2023 | 93.69% |
December 31, 2022 | 93.69% |
November 30, 2022 | 93.69% |
October 31, 2022 | 93.69% |
September 30, 2022 | 93.69% |
August 31, 2022 | 93.69% |
July 31, 2022 | 93.69% |
June 30, 2022 | 93.69% |
May 31, 2022 | 90.37% |
Date | Value |
---|---|
April 30, 2022 | 89.15% |
March 31, 2022 | 89.15% |
February 28, 2022 | 89.15% |
January 31, 2022 | 89.15% |
December 31, 2021 | 89.15% |
November 30, 2021 | 89.15% |
October 31, 2021 | 89.15% |
September 30, 2021 | 89.15% |
August 31, 2021 | 89.15% |
July 31, 2021 | 89.15% |
June 30, 2021 | 89.15% |
May 31, 2021 | 89.15% |
April 30, 2021 | 89.15% |
March 31, 2021 | 89.15% |
February 28, 2021 | 89.15% |
January 31, 2021 | 89.15% |
December 31, 2020 | 89.15% |
November 30, 2020 | 89.15% |
October 31, 2020 | 89.15% |
September 30, 2020 | 89.15% |
August 31, 2020 | 89.15% |
July 31, 2020 | 89.15% |
June 30, 2020 | 89.15% |
May 31, 2020 | 89.15% |
April 30, 2020 | 89.15% |
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
71.83%
Minimum
Jun 2019
93.69%
Maximum
Jun 2022
89.03%
Average
89.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Moderna Inc | 85.65% |
Allurion Technologies Inc | -- |
Novavax Inc | 98.82% |
Viking Therapeutics Inc | 89.26% |
Verrica Pharmaceuticals Inc | 91.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -55.61 |
Beta (5Y) | 2.013 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 154.1% |
Historical Sharpe Ratio (5Y) | -0.1819 |
Historical Sortino (5Y) | -0.5448 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.54% |