AstraZeneca PLC (AZN)

66.30 -0.33 (-0.50%) USD  |  NASDAQ  |  Dec 24, 16:00
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AstraZeneca Max Drawdown (5Y): 27.87% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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GSK PLC 38.66%
Amgen Inc 24.86%
Johnson & Johnson 27.36%
Sanofi SA 33.52%
Moderna Inc 92.39%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.091
Beta (5Y) 0.4514
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.41%
Historical Sharpe Ratio (5Y) 0.2802
Historical Sortino (5Y) 0.4613
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.18%