AstraZeneca PLC (AZN)
65.63
+1.37
(+2.13%)
USD |
NASDAQ |
Nov 22, 16:00
65.64
0.00 (0.00%)
After-Hours: 20:00
AstraZeneca Max Drawdown (5Y): 24.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 24.93% |
| September 30, 2024 | 24.93% |
| August 31, 2024 | 24.93% |
| July 31, 2024 | 24.93% |
| June 30, 2024 | 24.93% |
| May 31, 2024 | 24.93% |
| April 30, 2024 | 24.93% |
| March 31, 2024 | 24.93% |
| February 29, 2024 | 24.93% |
| January 31, 2024 | 24.93% |
| December 31, 2023 | 24.93% |
| November 30, 2023 | 24.93% |
| October 31, 2023 | 24.93% |
| September 30, 2023 | 24.93% |
| August 31, 2023 | 24.93% |
| July 31, 2023 | 24.93% |
| June 30, 2023 | 24.93% |
| May 31, 2023 | 24.93% |
| April 30, 2023 | 24.93% |
| March 31, 2023 | 24.93% |
| February 28, 2023 | 24.93% |
| January 31, 2023 | 24.93% |
| December 31, 2022 | 24.93% |
| November 30, 2022 | 24.93% |
| October 31, 2022 | 24.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 24.93% |
| August 31, 2022 | 24.83% |
| July 31, 2022 | 24.83% |
| June 30, 2022 | 24.83% |
| May 31, 2022 | 24.83% |
| April 30, 2022 | 24.83% |
| March 31, 2022 | 24.83% |
| February 28, 2022 | 24.83% |
| January 31, 2022 | 24.83% |
| December 31, 2021 | 24.83% |
| November 30, 2021 | 24.83% |
| October 31, 2021 | 24.83% |
| September 30, 2021 | 24.83% |
| August 31, 2021 | 24.83% |
| July 31, 2021 | 24.83% |
| June 30, 2021 | 24.83% |
| May 31, 2021 | 24.83% |
| April 30, 2021 | 24.83% |
| March 31, 2021 | 24.83% |
| February 28, 2021 | 24.83% |
| January 31, 2021 | 24.83% |
| December 31, 2020 | 24.83% |
| November 30, 2020 | 24.83% |
| October 31, 2020 | 24.83% |
| September 30, 2020 | 24.83% |
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
24.71%
Minimum
Nov 2019
24.93%
Maximum
Sep 2022
24.87%
Average
24.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| GSK PLC | 38.66% |
| Amgen Inc | 24.86% |
| Johnson & Johnson | 27.36% |
| Sanofi SA | 33.52% |
| Moderna Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.977 |
| Beta (5Y) | 0.4695 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.39% |
| Historical Sharpe Ratio (5Y) | 0.3295 |
| Historical Sortino (5Y) | 0.573 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.11% |