Merck & Co Inc (MRK)
131.20
+0.48
(+0.37%)
USD |
NYSE |
Apr 26, 16:00
131.15
-0.05
(-0.04%)
Pre-Market: 20:00
Merck Max Drawdown (5Y): 27.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 27.26% |
February 29, 2024 | 27.26% |
January 31, 2024 | 27.26% |
December 31, 2023 | 27.26% |
November 30, 2023 | 27.26% |
October 31, 2023 | 27.26% |
September 30, 2023 | 27.26% |
August 31, 2023 | 27.26% |
July 31, 2023 | 27.26% |
June 30, 2023 | 27.26% |
May 31, 2023 | 27.26% |
April 30, 2023 | 27.26% |
March 31, 2023 | 27.26% |
February 28, 2023 | 27.26% |
January 31, 2023 | 27.26% |
December 31, 2022 | 27.26% |
November 30, 2022 | 27.26% |
October 31, 2022 | 27.26% |
September 30, 2022 | 27.26% |
August 31, 2022 | 27.26% |
July 31, 2022 | 27.26% |
June 30, 2022 | 27.26% |
May 31, 2022 | 27.26% |
April 30, 2022 | 27.26% |
March 31, 2022 | 27.26% |
Date | Value |
---|---|
February 28, 2022 | 27.26% |
January 31, 2022 | 27.26% |
December 31, 2021 | 27.26% |
November 30, 2021 | 27.26% |
October 31, 2021 | 27.26% |
September 30, 2021 | 27.26% |
August 31, 2021 | 27.26% |
July 31, 2021 | 27.26% |
June 30, 2021 | 27.26% |
May 31, 2021 | 27.26% |
April 30, 2021 | 27.26% |
March 31, 2021 | 27.26% |
February 28, 2021 | 27.26% |
January 31, 2021 | 27.26% |
December 31, 2020 | 27.26% |
November 30, 2020 | 27.26% |
October 31, 2020 | 27.26% |
September 30, 2020 | 27.26% |
August 31, 2020 | 27.26% |
July 31, 2020 | 27.26% |
June 30, 2020 | 27.26% |
May 31, 2020 | 27.26% |
April 30, 2020 | 27.26% |
March 31, 2020 | 27.26% |
February 29, 2020 | 21.21% |
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
21.21%
Minimum
Apr 2019
27.26%
Maximum
Mar 2020
26.15%
Average
27.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Amgen Inc | 24.86% |
Johnson & Johnson | 27.36% |
Eli Lilly and Co | 22.48% |
Pfizer Inc | 53.93% |
Moderna Inc | 85.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.282 |
Beta (5Y) | 0.3773 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.51% |
Historical Sharpe Ratio (5Y) | 0.5953 |
Historical Sortino (5Y) | 1.111 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.68% |