Bristol-Myers Squibb Co (BMY)
58.25
+0.37
(+0.64%)
USD |
NYSE |
Nov 21, 15:16
Bristol-Myers Squibb Max Drawdown (5Y): 47.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.67% |
| September 30, 2024 | 47.67% |
| August 31, 2024 | 47.67% |
| July 31, 2024 | 47.67% |
| June 30, 2024 | 47.43% |
| May 31, 2024 | 47.43% |
| April 30, 2024 | 42.61% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
39.24%
Minimum
Nov 2019
47.67%
Maximum
Jul 2024
40.13%
Average
39.24%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Johnson & Johnson | 27.36% |
| Eli Lilly and Co | 22.48% |
| Merck & Co Inc | 27.26% |
| Pfizer Inc | 54.78% |
| AbbVie Inc | 42.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.042 |
| Beta (5Y) | 0.4402 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.53% |
| Historical Sharpe Ratio (5Y) | 0.0272 |
| Historical Sortino (5Y) | 0.0433 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.54% |