Bristol-Myers Squibb Co (BMY)
48.92
+0.62
(+1.28%)
USD |
NYSE |
Apr 19, 16:00
48.90
-0.02
(-0.04%)
After-Hours: 20:00
Bristol-Myers Squibb Max Drawdown (5Y): 39.24% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 39.24% |
| February 29, 2024 | 39.24% |
| January 31, 2024 | 39.24% |
| December 31, 2023 | 39.24% |
| November 30, 2023 | 39.24% |
| October 31, 2023 | 39.24% |
| September 30, 2023 | 39.24% |
| August 31, 2023 | 39.24% |
| July 31, 2023 | 39.24% |
| June 30, 2023 | 39.24% |
| May 31, 2023 | 39.24% |
| April 30, 2023 | 39.24% |
| March 31, 2023 | 39.24% |
| February 28, 2023 | 39.24% |
| January 31, 2023 | 39.24% |
| December 31, 2022 | 39.24% |
| November 30, 2022 | 39.24% |
| October 31, 2022 | 39.24% |
| September 30, 2022 | 39.24% |
| August 31, 2022 | 39.24% |
| July 31, 2022 | 39.24% |
| June 30, 2022 | 39.24% |
| May 31, 2022 | 39.24% |
| April 30, 2022 | 39.24% |
| March 31, 2022 | 39.24% |
| Date | Value |
|---|---|
| February 28, 2022 | 39.24% |
| January 31, 2022 | 39.24% |
| December 31, 2021 | 39.24% |
| November 30, 2021 | 39.24% |
| October 31, 2021 | 39.24% |
| September 30, 2021 | 39.24% |
| August 31, 2021 | 39.24% |
| July 31, 2021 | 39.24% |
| June 30, 2021 | 39.24% |
| May 31, 2021 | 39.24% |
| April 30, 2021 | 39.24% |
| March 31, 2021 | 39.24% |
| February 28, 2021 | 39.24% |
| January 31, 2021 | 39.24% |
| December 31, 2020 | 39.24% |
| November 30, 2020 | 39.24% |
| October 31, 2020 | 39.24% |
| September 30, 2020 | 39.24% |
| August 31, 2020 | 39.24% |
| July 31, 2020 | 39.24% |
| June 30, 2020 | 39.24% |
| May 31, 2020 | 39.24% |
| April 30, 2020 | 39.24% |
| March 31, 2020 | 39.24% |
| February 29, 2020 | 39.24% |
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
38.18%
Minimum
Apr 2019
39.24%
Maximum
Jul 2019
39.19%
Average
39.24%
Median
Jul 2019
Max Drawdown (5Y) Benchmarks
| Amgen Inc | 24.86% |
| Gilead Sciences Inc | 43.18% |
| Johnson & Johnson | 27.36% |
| Karuna Therapeutics Inc (DELISTED) | -- |
| 2seventy bio Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.063 |
| Beta (5Y) | 0.3899 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.20% |
| Historical Sharpe Ratio (5Y) | 0.1814 |
| Historical Sortino (5Y) | 0.2843 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.44% |