Gilead Sciences Inc (GILD)
89.80
+1.17
(+1.32%)
USD |
NASDAQ |
Nov 21, 16:00
89.80
0.00 (0.00%)
After-Hours: 20:00
Gilead Sciences Max Drawdown (5Y): 41.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 41.71% |
September 30, 2024 | 43.12% |
August 31, 2024 | 43.18% |
July 31, 2024 | 43.18% |
June 30, 2024 | 43.18% |
May 31, 2024 | 43.18% |
April 30, 2024 | 43.67% |
March 31, 2024 | 44.02% |
February 29, 2024 | 44.02% |
January 31, 2024 | 44.02% |
December 31, 2023 | 44.02% |
November 30, 2023 | 45.75% |
October 31, 2023 | 45.75% |
September 30, 2023 | 45.75% |
August 31, 2023 | 45.75% |
July 31, 2023 | 45.75% |
June 30, 2023 | 45.75% |
May 31, 2023 | 45.75% |
April 30, 2023 | 45.75% |
March 31, 2023 | 45.75% |
February 28, 2023 | 45.75% |
January 31, 2023 | 45.75% |
December 31, 2022 | 45.75% |
November 30, 2022 | 45.75% |
October 31, 2022 | 45.75% |
Date | Value |
---|---|
September 30, 2022 | 45.75% |
August 31, 2022 | 45.75% |
July 31, 2022 | 45.75% |
June 30, 2022 | 45.75% |
May 31, 2022 | 45.75% |
April 30, 2022 | 45.75% |
March 31, 2022 | 45.75% |
February 28, 2022 | 45.75% |
January 31, 2022 | 45.75% |
December 31, 2021 | 45.75% |
November 30, 2021 | 45.75% |
October 31, 2021 | 45.75% |
September 30, 2021 | 45.75% |
August 31, 2021 | 45.75% |
July 31, 2021 | 45.75% |
June 30, 2021 | 45.75% |
May 31, 2021 | 45.75% |
April 30, 2021 | 45.75% |
March 31, 2021 | 45.75% |
February 28, 2021 | 45.75% |
January 31, 2021 | 45.75% |
December 31, 2020 | 45.75% |
November 30, 2020 | 45.75% |
October 31, 2020 | 45.75% |
September 30, 2020 | 45.75% |
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
41.71%
Minimum
Oct 2024
45.75%
Maximum
Nov 2019
45.31%
Average
45.75%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Eli Lilly and Co | 22.48% |
Merck & Co Inc | 27.26% |
Pfizer Inc | 54.78% |
Vertex Pharmaceuticals Inc | 41.60% |
Amgen Inc | 24.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.737 |
Beta (5Y) | 0.1742 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.43% |
Historical Sharpe Ratio (5Y) | 0.3836 |
Historical Sortino (5Y) | 0.726 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.18% |