AstraZeneca PLC (AZN)
70.12
+1.57
(+2.29%)
USD |
NASDAQ |
Apr 22, 16:00
70.35
+0.23
(+0.33%)
Pre-Market: 08:47
AstraZeneca Max Drawdown (5Y): 24.93% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| February 28, 2022 | 24.83% |
| January 31, 2022 | 24.83% |
| December 31, 2021 | 24.83% |
| November 30, 2021 | 24.98% |
| October 31, 2021 | 27.27% |
| September 30, 2021 | 29.72% |
| August 31, 2021 | 29.74% |
| July 31, 2021 | 29.74% |
| June 30, 2021 | 29.74% |
| May 31, 2021 | 29.74% |
| April 30, 2021 | 29.74% |
| March 31, 2021 | 29.74% |
| February 28, 2021 | 29.74% |
| January 31, 2021 | 29.74% |
| December 31, 2020 | 29.74% |
| November 30, 2020 | 29.74% |
| October 31, 2020 | 29.74% |
| September 30, 2020 | 29.74% |
| August 31, 2020 | 29.74% |
| July 31, 2020 | 29.74% |
| June 30, 2020 | 29.74% |
| May 31, 2020 | 29.74% |
| April 30, 2020 | 29.74% |
| March 31, 2020 | 29.74% |
| February 29, 2020 | 29.74% |
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
24.83%
Minimum
Dec 2021
29.74%
Maximum
Apr 2019
27.36%
Average
28.49%
Median
Max Drawdown (5Y) Benchmarks
| GSK PLC | 50.14% |
| Amgen Inc | 24.86% |
| Sanofi SA | 33.52% |
| Viking Therapeutics Inc | 89.26% |
| Fusion Pharmaceuticals Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.208 |
| Beta (5Y) | 0.4988 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.86% |
| Historical Sharpe Ratio (5Y) | 0.4912 |
| Historical Sortino (5Y) | 0.8411 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.48% |