AbbVie Inc (ABBV)
161.60
-1.04
(-0.64%)
USD |
NYSE |
May 01, 16:00
161.72
+0.12
(+0.08%)
After-Hours: 20:00
AbbVie Max Drawdown (5Y): 45.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.08% |
March 31, 2024 | 45.08% |
February 29, 2024 | 45.08% |
January 31, 2024 | 45.08% |
December 31, 2023 | 45.08% |
November 30, 2023 | 45.08% |
October 31, 2023 | 45.08% |
September 30, 2023 | 45.08% |
August 31, 2023 | 45.08% |
July 31, 2023 | 45.08% |
June 30, 2023 | 45.08% |
May 31, 2023 | 45.08% |
April 30, 2023 | 45.08% |
March 31, 2023 | 45.08% |
February 28, 2023 | 45.08% |
January 31, 2023 | 45.08% |
December 31, 2022 | 45.08% |
November 30, 2022 | 45.08% |
October 31, 2022 | 45.08% |
September 30, 2022 | 45.08% |
August 31, 2022 | 45.08% |
July 31, 2022 | 45.08% |
June 30, 2022 | 45.08% |
May 31, 2022 | 45.08% |
April 30, 2022 | 45.08% |
Date | Value |
---|---|
March 31, 2022 | 45.08% |
February 28, 2022 | 45.08% |
January 31, 2022 | 45.08% |
December 31, 2021 | 45.08% |
November 30, 2021 | 45.08% |
October 31, 2021 | 45.08% |
September 30, 2021 | 45.08% |
August 31, 2021 | 45.08% |
July 31, 2021 | 45.08% |
June 30, 2021 | 45.08% |
May 31, 2021 | 45.08% |
April 30, 2021 | 45.08% |
March 31, 2021 | 45.08% |
February 28, 2021 | 45.08% |
January 31, 2021 | 45.08% |
December 31, 2020 | 45.08% |
November 30, 2020 | 45.08% |
October 31, 2020 | 45.08% |
September 30, 2020 | 45.08% |
August 31, 2020 | 45.08% |
July 31, 2020 | 45.08% |
June 30, 2020 | 45.08% |
May 31, 2020 | 45.08% |
April 30, 2020 | 45.08% |
March 31, 2020 | 45.08% |
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
34.83%
Minimum
May 2019
45.08%
Maximum
Aug 2019
44.86%
Average
45.08%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
Amgen Inc | 24.86% |
Immunogen Inc (DELISTED) | -- |
Johnson & Johnson | 27.36% |
Eli Lilly and Co | 22.48% |
Merck & Co Inc | 27.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.89 |
Beta (5Y) | 0.6128 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.98% |
Historical Sharpe Ratio (5Y) | 0.7205 |
Historical Sortino (5Y) | 1.206 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.82% |