Merck & Co., Inc. (MRK)
144.30
+0.49
(+0.34%)
USD |
NYSE |
Oct 02, 16:00
144.30
0.00 (0.00%)
After-Hours: 20:00
Merck Max Drawdown (5Y) : 43.45% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 43.45% |
| August 31, 2026 | 43.45% |
| July 31, 2026 | 43.45% |
| June 30, 2026 | 43.45% |
| May 31, 2026 | 43.45% |
| April 30, 2026 | 43.45% |
| March 31, 2026 | 43.45% |
| February 28, 2026 | 43.45% |
| January 31, 2026 | 43.45% |
| December 31, 2025 | 43.45% |
| November 30, 2025 | 43.45% |
| October 31, 2025 | 43.45% |
| September 30, 2025 | 43.45% |
| August 31, 2025 | 43.45% |
| July 31, 2025 | 43.45% |
| June 30, 2025 | 43.45% |
| May 31, 2025 | 43.45% |
| April 30, 2025 | 41.15% |
| March 31, 2025 | 36.65% |
| February 28, 2025 | 36.65% |
| January 31, 2025 | 27.28% |
| December 31, 2024 | 27.28% |
| November 30, 2024 | 27.28% |
| October 31, 2024 | 27.28% |
| September 30, 2024 | 27.28% |
| Date | Value |
|---|---|
| August 31, 2024 | 27.28% |
| July 31, 2024 | 27.28% |
| June 30, 2024 | 27.28% |
| May 31, 2024 | 27.28% |
| April 30, 2024 | 27.28% |
| March 31, 2024 | 27.28% |
| February 29, 2024 | 27.28% |
| January 31, 2024 | 27.28% |
| December 31, 2023 | 27.28% |
| November 30, 2023 | 27.28% |
| October 31, 2023 | 27.28% |
| September 30, 2023 | 27.28% |
| August 31, 2023 | 27.28% |
| July 31, 2023 | 27.28% |
| June 30, 2023 | 27.28% |
| May 31, 2023 | 27.28% |
| April 30, 2023 | 27.28% |
| March 31, 2023 | 27.28% |
| February 28, 2023 | 27.28% |
| January 31, 2023 | 27.28% |
| December 31, 2022 | 27.28% |
| November 30, 2022 | 27.28% |
| October 31, 2022 | 27.28% |
| September 30, 2022 | 27.28% |
| August 31, 2022 | 27.28% |
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
| Johnson & Johnson | 18.44% |
| Eli Lilly & Co. | 34.47% |
| Pfizer Inc. | 58.95% |
| Bristol Myers Squibb Co. | 47.67% |
| Viatris, Inc. | 81.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.79 |
| Beta (5Y) | 0.2070 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.97% |
| Historical Sharpe Ratio (5Y) | 0.5782 |
| Historical Sortino (5Y) | 1.058 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.12% |