Eli Lilly and Co (LLY)
852.64
-12.26
(-1.42%)
USD |
NYSE |
Mar 25, 16:00
853.20
+0.56
(+0.07%)
After-Hours: 17:56
Eli Lilly Max Drawdown (5Y): 24.27% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Amgen Inc | 24.86% |
| Regeneron Pharmaceuticals Inc | 44.76% |
| Vertex Pharmaceuticals Inc | 41.60% |
| Viking Therapeutics Inc | 89.26% |
| Moderna Inc | 93.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 43.22 |
| Beta (5Y) | 0.3418 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.66% |
| Historical Sharpe Ratio (5Y) | 1.569 |
| Historical Sortino (5Y) | 3.342 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.18% |