AbbVie Inc (ABBV)

175.58 +4.06 (+2.37%) USD  |  NYSE  |  Dec 20, 16:00
175.50 -0.08 (-0.05%) After-Hours: 20:00
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AbbVie Max Drawdown (5Y): 42.18% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Amgen Inc 24.86%
Johnson & Johnson 27.36%
Eli Lilly and Co 24.12%
Merck & Co Inc 27.26%
Pfizer Inc 54.78%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 10.79
Beta (5Y) 0.5764
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.29%
Historical Sharpe Ratio (5Y) 0.731
Historical Sortino (5Y) 1.196
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.71%