GSK PLC (GSK)

33.60 +0.17 (+0.51%) USD  |  NYSE  |  Dec 20, 16:00
33.60 0.00 (0.00%) Pre-Market: 20:00
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GSK Max Drawdown (5Y): 38.66% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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AstraZeneca PLC 27.87%
Merck & Co Inc 27.26%
Pfizer Inc 54.78%
Sanofi SA 33.52%
Moderna Inc 92.39%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.11
Beta (5Y) 0.6565
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.40%
Historical Sharpe Ratio (5Y) -0.1371
Historical Sortino (5Y) -0.2085
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.21%