Philip Morris International Inc (PM)
94.94
-0.66
(-0.69%)
USD |
NYSE |
Apr 30, 16:00
95.04
+0.10
(+0.11%)
Pre-Market: 04:44
Philip Morris International Max Drawdown (5Y): 42.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.75% |
March 31, 2024 | 42.75% |
February 29, 2024 | 42.75% |
January 31, 2024 | 42.75% |
December 31, 2023 | 42.75% |
November 30, 2023 | 42.75% |
October 31, 2023 | 42.75% |
September 30, 2023 | 42.75% |
August 31, 2023 | 42.75% |
July 31, 2023 | 42.75% |
June 30, 2023 | 42.75% |
May 31, 2023 | 42.75% |
April 30, 2023 | 42.75% |
March 31, 2023 | 42.75% |
February 28, 2023 | 42.75% |
January 31, 2023 | 42.75% |
December 31, 2022 | 42.75% |
November 30, 2022 | 42.75% |
October 31, 2022 | 42.75% |
September 30, 2022 | 42.75% |
August 31, 2022 | 42.75% |
July 31, 2022 | 42.75% |
June 30, 2022 | 42.75% |
May 31, 2022 | 42.75% |
April 30, 2022 | 42.75% |
Date | Value |
---|---|
March 31, 2022 | 42.75% |
February 28, 2022 | 42.75% |
January 31, 2022 | 42.75% |
December 31, 2021 | 42.75% |
November 30, 2021 | 42.75% |
October 31, 2021 | 42.75% |
September 30, 2021 | 42.75% |
August 31, 2021 | 42.75% |
July 31, 2021 | 42.75% |
June 30, 2021 | 42.75% |
May 31, 2021 | 42.75% |
April 30, 2021 | 42.75% |
March 31, 2021 | 42.75% |
February 28, 2021 | 42.75% |
January 31, 2021 | 42.75% |
December 31, 2020 | 42.75% |
November 30, 2020 | 42.75% |
October 31, 2020 | 42.75% |
September 30, 2020 | 42.75% |
August 31, 2020 | 42.75% |
July 31, 2020 | 42.75% |
June 30, 2020 | 42.75% |
May 31, 2020 | 42.75% |
April 30, 2020 | 42.75% |
March 31, 2020 | 42.75% |
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
41.66%
Minimum
May 2019
42.75%
Maximum
Mar 2020
42.57%
Average
42.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Altria Group Inc | 53.62% |
Coca-Cola Co | 37.01% |
Procter & Gamble Co | 23.77% |
Turning Point Brands Inc | 72.75% |
Vector Group Ltd | 47.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9162 |
Beta (5Y) | 0.5985 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.75% |
Historical Sharpe Ratio (5Y) | 0.2528 |
Historical Sortino (5Y) | 0.3735 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.69% |