AbbVie Inc (ABBV)
203.55
-0.32
(-0.16%)
USD |
NYSE |
Nov 01, 16:00
203.53
-0.02
(-0.01%)
After-Hours: 20:00
AbbVie Max Drawdown (5Y): 42.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 42.18% |
September 30, 2024 | 42.18% |
August 31, 2024 | 42.18% |
July 31, 2024 | 42.18% |
June 30, 2024 | 42.97% |
May 31, 2024 | 45.08% |
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% |
Date | Value |
---|---|
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% |
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% |
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
42.18%
Minimum
Jul 2024
45.08%
Maximum
Nov 2019
44.86%
Average
45.08%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Amgen Inc | 24.86% |
Johnson & Johnson | 27.36% |
Eli Lilly and Co | 22.48% |
Merck & Co Inc | 27.26% |
Pfizer Inc | 54.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 15.52 |
Beta (5Y) | 0.6283 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.02% |
Historical Sharpe Ratio (5Y) | 0.9443 |
Historical Sortino (5Y) | 1.547 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.38% |