AbbVie Inc (ABBV)
209.43
+4.14
(+2.02%)
USD |
NYSE |
Mar 31, 16:00
209.20
-0.23
(-0.11%)
After-Hours: 19:52
AbbVie Max Drawdown (5Y): 42.18% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Amgen Inc | 24.86% |
| Gilead Sciences Inc | 38.10% |
| Johnson & Johnson | 27.36% |
| Eli Lilly and Co | 24.27% |
| Merck & Co Inc | 36.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.32 |
| Beta (5Y) | 0.6138 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.36% |
| Historical Sharpe Ratio (5Y) | 0.9461 |
| Historical Sortino (5Y) | 1.868 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.84% |