Merck KGaA (MKGAF)
155.45
-0.79
(-0.51%)
USD |
OTCM |
Oct 05, 16:00
Merck Max Drawdown (5Y) : 52.04% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 52.04% |
| August 31, 2026 | 52.04% |
| July 31, 2026 | 52.04% |
| June 30, 2026 | 52.04% |
| May 31, 2026 | 52.04% |
| April 30, 2026 | 52.04% |
| March 31, 2026 | 52.04% |
| February 28, 2026 | 52.04% |
| January 31, 2026 | 52.04% |
| December 31, 2025 | 52.04% |
| November 30, 2025 | 52.04% |
| October 31, 2025 | 52.04% |
| September 30, 2025 | 52.04% |
| August 31, 2025 | 52.04% |
| July 31, 2025 | 52.04% |
| June 30, 2025 | 52.04% |
| May 31, 2025 | 52.04% |
| April 30, 2025 | 52.04% |
| March 31, 2025 | 45.63% |
| February 28, 2025 | 45.63% |
| January 31, 2025 | 44.12% |
| December 31, 2024 | 44.12% |
| November 30, 2024 | 43.98% |
| October 31, 2024 | 43.98% |
| September 30, 2024 | 43.98% |
| Date | Value |
|---|---|
| August 31, 2024 | 43.98% |
| July 31, 2024 | 43.98% |
| June 30, 2024 | 43.98% |
| May 31, 2024 | 43.98% |
| April 30, 2024 | 43.98% |
| March 31, 2024 | 43.98% |
| February 29, 2024 | 43.98% |
| January 31, 2024 | 43.98% |
| December 31, 2023 | 43.98% |
| November 30, 2023 | 43.98% |
| October 31, 2023 | 43.98% |
| September 30, 2023 | 42.90% |
| August 31, 2023 | 42.90% |
| July 31, 2023 | 42.90% |
| June 30, 2023 | 42.90% |
| May 31, 2023 | 42.90% |
| April 30, 2023 | 42.90% |
| March 31, 2023 | 42.90% |
| February 28, 2023 | 42.90% |
| January 31, 2023 | 42.90% |
| December 31, 2022 | 42.90% |
| November 30, 2022 | 42.90% |
| October 31, 2022 | 42.90% |
| September 30, 2022 | 42.90% |
| August 31, 2022 | 38.10% |
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
| Bayer AG | 73.67% |
| Dermapharm Holding SE | -- |
| AstraZeneca PLC | 27.87% |
| GSK Plc | 39.39% |
| Johnson & Johnson | 18.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.87 |
| Beta (5Y) | 0.9644 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.03% |
| Historical Sharpe Ratio (5Y) | -0.2933 |
| Historical Sortino (5Y) | -0.5089 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.34% |