Johnson & Johnson (JNJ)

144.47 +0.89 (+0.62%) USD  |  NYSE  |  Dec 20, 16:00
144.61 +0.14 (+0.10%) Pre-Market: 20:00
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Johnson & Johnson Max Drawdown (5Y): 27.36% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Eli Lilly and Co 24.12%
Merck & Co Inc 27.26%
Pfizer Inc 54.78%
AbbVie Inc 42.18%
Bristol-Myers Squibb Co 47.67%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.008
Beta (5Y) 0.5048
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.70%
Historical Sharpe Ratio (5Y) 0.1545
Historical Sortino (5Y) 0.2793
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.62%