AbbVie Inc (ABBV)
171.70
+3.94
(+2.35%)
USD |
NYSE |
Nov 21, 16:00
171.97
+0.27
(+0.16%)
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 | 42.97% |
| July 31, 2024 | 45.08% |
| June 30, 2024 | 45.08% |
| 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
Sep 2024
45.08%
Maximum
Nov 2019
44.95%
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% |