Amgen Inc (AMGN)
319.22
-0.94
(-0.29%)
USD |
NASDAQ |
Nov 01, 16:00
317.56
-1.66
(-0.52%)
After-Hours: 20:00
Amgen Max Drawdown (5Y): 24.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 24.86% |
September 30, 2024 | 24.86% |
August 31, 2024 | 24.86% |
July 31, 2024 | 24.86% |
June 30, 2024 | 24.86% |
May 31, 2024 | 24.86% |
April 30, 2024 | 24.86% |
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% |
Date | Value |
---|---|
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% |
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% |
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
24.65%
Average
24.53%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Johnson & Johnson | 27.36% |
Eli Lilly and Co | 22.48% |
Merck & Co Inc | 27.26% |
Regeneron Pharmaceuticals Inc | 43.25% |
Viking Therapeutics Inc | 89.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.694 |
Beta (5Y) | 0.5997 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.97% |
Historical Sharpe Ratio (5Y) | 0.3936 |
Historical Sortino (5Y) | 0.8852 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.32% |