Johnson & Johnson (JNJ)
160.13
+0.27
(+0.17%)
USD |
NYSE |
Nov 01, 16:00
160.23
+0.10
(+0.06%)
After-Hours: 20:00
Johnson & Johnson Max Drawdown (5Y): 27.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 27.36% |
| September 30, 2024 | 27.36% |
| August 31, 2024 | 27.36% |
| July 31, 2024 | 27.36% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 27.36% |
| August 31, 2022 | 27.36% |
| July 31, 2022 | 27.36% |
| June 30, 2022 | 27.36% |
| May 31, 2022 | 27.36% |
| April 30, 2022 | 27.36% |
| March 31, 2022 | 27.36% |
| February 28, 2022 | 27.36% |
| January 31, 2022 | 27.36% |
| December 31, 2021 | 27.36% |
| November 30, 2021 | 27.36% |
| October 31, 2021 | 27.36% |
| September 30, 2021 | 27.36% |
| August 31, 2021 | 27.36% |
| July 31, 2021 | 27.36% |
| June 30, 2021 | 27.36% |
| May 31, 2021 | 27.36% |
| April 30, 2021 | 27.36% |
| March 31, 2021 | 27.36% |
| February 28, 2021 | 27.36% |
| January 31, 2021 | 27.36% |
| December 31, 2020 | 27.36% |
| November 30, 2020 | 27.36% |
| October 31, 2020 | 27.36% |
| September 30, 2020 | 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
18.29%
Minimum
Nov 2019
27.36%
Maximum
Mar 2020
26.75%
Average
27.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Amgen Inc | 24.86% |
| 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) | -2.352 |
| Beta (5Y) | 0.5259 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.60% |
| Historical Sharpe Ratio (5Y) | 0.2521 |
| Historical Sortino (5Y) | 0.4492 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.54% |