Merck & Co Inc (MRK)
89.22
+1.62
(+1.86%)
USD |
NYSE |
Mar 28, 16:00
89.15
-0.08
(-0.08%)
After-Hours: 20:00
Merck Max Drawdown (5Y): 36.65% for Feb. 28, 2025
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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
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Max Drawdown (5Y) Benchmarks
| Amgen Inc | 24.86% |
| Gilead Sciences Inc | 38.10% |
| Johnson & Johnson | 27.36% |
| Regeneron Pharmaceuticals Inc | 44.76% |
| Moderna Inc | 93.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5584 |
| Beta (5Y) | 0.3476 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.62% |
| Historical Sharpe Ratio (5Y) | 0.2682 |
| Historical Sortino (5Y) | 0.4675 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.91% |