Johnson & Johnson (JNJ)
163.29
-0.34
(-0.21%)
USD |
NYSE |
Mar 24, 16:00
163.00
-0.29
(-0.18%)
After-Hours: 20:00
Johnson & Johnson Max Drawdown (5Y): 27.36% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Median
Max Drawdown (5Y) Benchmarks
| Amgen Inc | 24.86% |
| Gilead Sciences Inc | 38.10% |
| Eli Lilly and Co | 24.27% |
| Intra-Cellular Therapies Inc | 79.05% |
| Moderna Inc | 93.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.174 |
| Beta (5Y) | 0.4731 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.23% |
| Historical Sharpe Ratio (5Y) | 0.3018 |
| Historical Sortino (5Y) | 0.6055 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.19% |