Amgen Inc (AMGN)
273.12
-0.42
(-0.15%)
USD |
NASDAQ |
Apr 24, 16:00
275.00
+1.88
(+0.69%)
After-Hours: 20:00
Amgen Max Drawdown (5Y): 24.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 24.86% |
| February 29, 2024 | 24.86% |
| January 31, 2024 | 24.86% |
| December 31, 2023 | 24.86% |
| November 30, 2023 | 24.86% |
| October 31, 2023 | 24.86% |
| September 30, 2023 | 24.86% |
| August 31, 2023 | 24.86% |
| July 31, 2023 | 24.86% |
| June 30, 2023 | 24.86% |
| May 31, 2023 | 24.53% |
| April 30, 2023 | 24.53% |
| March 31, 2023 | 24.53% |
| February 28, 2023 | 24.53% |
| January 31, 2023 | 24.53% |
| December 31, 2022 | 24.53% |
| November 30, 2022 | 24.53% |
| October 31, 2022 | 24.53% |
| September 30, 2022 | 24.53% |
| August 31, 2022 | 24.53% |
| July 31, 2022 | 24.53% |
| June 30, 2022 | 24.53% |
| May 31, 2022 | 24.53% |
| April 30, 2022 | 24.53% |
| March 31, 2022 | 24.53% |
| Date | Value |
|---|---|
| February 28, 2022 | 24.53% |
| January 31, 2022 | 24.53% |
| December 31, 2021 | 24.53% |
| November 30, 2021 | 24.53% |
| October 31, 2021 | 24.53% |
| September 30, 2021 | 24.53% |
| August 31, 2021 | 24.53% |
| July 31, 2021 | 24.53% |
| June 30, 2021 | 24.53% |
| May 31, 2021 | 24.53% |
| April 30, 2021 | 24.53% |
| March 31, 2021 | 24.53% |
| February 28, 2021 | 24.53% |
| January 31, 2021 | 24.53% |
| December 31, 2020 | 24.53% |
| November 30, 2020 | 24.53% |
| October 31, 2020 | 24.53% |
| September 30, 2020 | 24.53% |
| August 31, 2020 | 24.53% |
| July 31, 2020 | 24.53% |
| June 30, 2020 | 24.76% |
| May 31, 2020 | 24.76% |
| April 30, 2020 | 24.76% |
| March 31, 2020 | 24.76% |
| February 29, 2020 | 24.76% |
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
24.53%
Minimum
Jul 2020
24.86%
Maximum
Jun 2023
24.64%
Average
24.53%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Gilead Sciences Inc | 43.18% |
| Johnson & Johnson | 27.36% |
| Eli Lilly and Co | 22.48% |
| Merck & Co Inc | 27.26% |
| Vertex Pharmaceuticals Inc | 41.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.209 |
| Beta (5Y) | 0.5792 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.73% |
| Historical Sharpe Ratio (5Y) | 0.395 |
| Historical Sortino (5Y) | 0.9191 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.32% |