Johnson & Johnson (JNJ)
273.05
+2.81
(+1.04%)
USD |
NYSE |
Aug 24, 16:00
273.40
+0.35
(+0.13%)
After-Hours: 19:20
Johnson & Johnson Max Drawdown (5Y) : 18.44% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 18.44% |
| June 30, 2026 | 18.44% |
| May 31, 2026 | 18.44% |
| April 30, 2026 | 18.44% |
| March 31, 2026 | 18.44% |
| February 28, 2026 | 18.44% |
| January 31, 2026 | 18.44% |
| December 31, 2025 | 18.44% |
| November 30, 2025 | 18.44% |
| October 31, 2025 | 18.44% |
| September 30, 2025 | 18.44% |
| August 31, 2025 | 18.44% |
| July 31, 2025 | 18.44% |
| June 30, 2025 | 18.44% |
| May 31, 2025 | 18.44% |
| April 30, 2025 | 18.44% |
| March 31, 2025 | 18.44% |
| February 28, 2025 | 27.36% |
| January 31, 2025 | 27.36% |
| December 31, 2024 | 27.36% |
| November 30, 2024 | 27.36% |
| October 31, 2024 | 27.36% |
| September 30, 2024 | 27.36% |
| August 31, 2024 | 27.36% |
| July 31, 2024 | 27.36% |
| Date | Value |
|---|---|
| June 30, 2024 | 27.36% |
| May 31, 2024 | 27.36% |
| April 30, 2024 | 27.36% |
| March 31, 2024 | 27.36% |
| February 29, 2024 | 27.36% |
| January 31, 2024 | 27.36% |
| December 31, 2023 | 27.36% |
| November 30, 2023 | 27.36% |
| October 31, 2023 | 27.36% |
| September 30, 2023 | 27.36% |
| August 31, 2023 | 27.36% |
| July 31, 2023 | 27.36% |
| June 30, 2023 | 27.36% |
| May 31, 2023 | 27.36% |
| April 30, 2023 | 27.36% |
| March 31, 2023 | 27.36% |
| February 28, 2023 | 27.36% |
| January 31, 2023 | 27.36% |
| December 31, 2022 | 27.36% |
| November 30, 2022 | 27.36% |
| October 31, 2022 | 27.36% |
| September 30, 2022 | 27.36% |
| August 31, 2022 | 27.36% |
| July 31, 2022 | 27.36% |
| June 30, 2022 | 27.36% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Eli Lilly & Co. | 34.47% |
| Merck & Co., Inc. | 43.45% |
| Pfizer Inc. | 58.95% |
| Bristol Myers Squibb Co. | 47.67% |
| Liquidia Corp. | 93.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.503 |
| Beta (5Y) | 0.2400 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.76% |
| Historical Sharpe Ratio (5Y) | 0.4343 |
| Historical Sortino (5Y) | 0.9591 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.28% |