PortfoliosLab logo

ImmunoGen, Inc. (IMGN)

Equity · Currency in USD
Sector
Healthcare
Industry
Biotechnology
ISIN
US45253H1014
CUSIP
45253H101

IMGNPrice Chart


Chart placeholderClick Calculate to get results

IMGNPerformance

The chart shows the growth of $10,000 invested in ImmunoGen, Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $6,005 for a total return of roughly -39.95%. All prices are adjusted for splits and dividends.


IMGN (ImmunoGen, Inc.)
Benchmark (S&P 500)

IMGNReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-17.64%0.43%
6M-21.79%9.37%
YTD-25.43%22.33%
1Y-9.25%26.59%
5Y19.93%15.74%
10Y-8.64%14.46%

IMGNMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

IMGNSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ImmunoGen, Inc. Sharpe ratio is -0.15. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


IMGN (ImmunoGen, Inc.)
Benchmark (S&P 500)

IMGNDividends


ImmunoGen, Inc. doesn't pay dividends

IMGNDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


IMGN (ImmunoGen, Inc.)
Benchmark (S&P 500)

IMGNWorst Drawdowns

The table below shows the maximum drawdowns of the ImmunoGen, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ImmunoGen, Inc. is 92.07%, recorded on Dec 21, 2016. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.07%Jul 15, 2013869Dec 21, 2016
-50.67%May 4, 201082Aug 27, 2010154Apr 7, 2011236
-39.42%Jul 19, 201115Aug 8, 2011218Jun 19, 2012233
-39.01%Jul 10, 201289Nov 14, 2012132May 28, 2013221
-20.72%Jan 15, 201016Feb 8, 201030Mar 23, 201046
-19.81%May 3, 201130Jun 14, 201116Jul 7, 201146
-16.42%May 31, 201315Jun 20, 201314Jul 11, 201329
-4.83%Apr 19, 20107Apr 27, 20104May 3, 201011
-4.04%Jun 20, 20122Jun 21, 20121Jun 22, 20123
-3.71%Apr 8, 20101Apr 8, 20102Apr 12, 20103

IMGNVolatility Chart

Current ImmunoGen, Inc. volatility is 42.56%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


IMGN (ImmunoGen, Inc.)
Benchmark (S&P 500)

Portfolios with ImmunoGen, Inc.


Loading data...

More Tools for ImmunoGen, Inc.