Gilead Sciences Inc (GILD)
65.20
-0.74
(-1.12%)
USD |
NASDAQ |
Apr 30, 16:00
65.13
-0.07
(-0.11%)
After-Hours: 20:00
Gilead Sciences Max Drawdown (5Y): 43.18% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 43.18% |
February 29, 2024 | 43.67% |
January 31, 2024 | 44.02% |
December 31, 2023 | 44.02% |
November 30, 2023 | 44.02% |
October 31, 2023 | 44.02% |
September 30, 2023 | 45.75% |
August 31, 2023 | 45.75% |
July 31, 2023 | 45.75% |
June 30, 2023 | 45.75% |
May 31, 2023 | 45.75% |
April 30, 2023 | 45.75% |
March 31, 2023 | 45.75% |
February 28, 2023 | 45.75% |
January 31, 2023 | 45.75% |
December 31, 2022 | 45.75% |
November 30, 2022 | 45.75% |
October 31, 2022 | 45.75% |
September 30, 2022 | 45.75% |
August 31, 2022 | 45.75% |
July 31, 2022 | 45.75% |
June 30, 2022 | 45.75% |
May 31, 2022 | 45.75% |
April 30, 2022 | 45.75% |
March 31, 2022 | 45.75% |
Date | Value |
---|---|
February 28, 2022 | 45.75% |
January 31, 2022 | 45.75% |
December 31, 2021 | 45.75% |
November 30, 2021 | 45.75% |
October 31, 2021 | 45.75% |
September 30, 2021 | 45.75% |
August 31, 2021 | 45.75% |
July 31, 2021 | 45.75% |
June 30, 2021 | 45.75% |
May 31, 2021 | 45.75% |
April 30, 2021 | 45.75% |
March 31, 2021 | 45.75% |
February 28, 2021 | 45.75% |
January 31, 2021 | 45.75% |
December 31, 2020 | 45.75% |
November 30, 2020 | 45.75% |
October 31, 2020 | 45.75% |
September 30, 2020 | 45.75% |
August 31, 2020 | 45.75% |
July 31, 2020 | 45.75% |
June 30, 2020 | 45.75% |
May 31, 2020 | 45.75% |
April 30, 2020 | 45.75% |
March 31, 2020 | 45.75% |
February 29, 2020 | 45.75% |
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
43.18%
Minimum
Mar 2024
45.75%
Maximum
May 2019
45.55%
Average
45.75%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Amgen Inc | 24.86% |
CymaBay Therapeutics Inc (DELISTED) | 91.75% |
Bristol-Myers Squibb Co | 39.24% |
Eli Lilly and Co | 22.48% |
Merck & Co Inc | 27.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.232 |
Beta (5Y) | 0.1863 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.28% |
Historical Sharpe Ratio (5Y) | 0.2093 |
Historical Sortino (5Y) | 0.3882 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.54% |