Merck & Co Inc (MRK)
101.88
-0.44
(-0.43%)
USD |
NYSE |
Nov 01, 16:00
101.94
+0.06
(+0.06%)
After-Hours: 20:00
Merck Max Drawdown (5Y): 27.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 27.26% |
September 30, 2024 | 27.26% |
August 31, 2024 | 27.26% |
July 31, 2024 | 27.26% |
June 30, 2024 | 27.26% |
May 31, 2024 | 27.26% |
April 30, 2024 | 27.26% |
March 31, 2024 | 27.26% |
February 29, 2024 | 27.26% |
January 31, 2024 | 27.26% |
December 31, 2023 | 27.26% |
November 30, 2023 | 27.26% |
October 31, 2023 | 27.26% |
September 30, 2023 | 27.26% |
August 31, 2023 | 27.26% |
July 31, 2023 | 27.26% |
June 30, 2023 | 27.26% |
May 31, 2023 | 27.26% |
April 30, 2023 | 27.26% |
March 31, 2023 | 27.26% |
February 28, 2023 | 27.26% |
January 31, 2023 | 27.26% |
December 31, 2022 | 27.26% |
November 30, 2022 | 27.26% |
October 31, 2022 | 27.26% |
Date | Value |
---|---|
September 30, 2022 | 27.26% |
August 31, 2022 | 27.26% |
July 31, 2022 | 27.26% |
June 30, 2022 | 27.26% |
May 31, 2022 | 27.26% |
April 30, 2022 | 27.26% |
March 31, 2022 | 27.26% |
February 28, 2022 | 27.26% |
January 31, 2022 | 27.26% |
December 31, 2021 | 27.26% |
November 30, 2021 | 27.26% |
October 31, 2021 | 27.26% |
September 30, 2021 | 27.26% |
August 31, 2021 | 27.26% |
July 31, 2021 | 27.26% |
June 30, 2021 | 27.26% |
May 31, 2021 | 27.26% |
April 30, 2021 | 27.26% |
March 31, 2021 | 27.26% |
February 28, 2021 | 27.26% |
January 31, 2021 | 27.26% |
December 31, 2020 | 27.26% |
November 30, 2020 | 27.26% |
October 31, 2020 | 27.26% |
September 30, 2020 | 27.26% |
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
21.21%
Minimum
Nov 2019
27.26%
Maximum
Mar 2020
26.85%
Average
27.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Amgen Inc | 24.86% |
Johnson & Johnson | 27.36% |
Eli Lilly and Co | 22.48% |
Pfizer Inc | 54.78% |
Moderna Inc | 89.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0929 |
Beta (5Y) | 0.4001 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.03% |
Historical Sharpe Ratio (5Y) | 0.25 |
Historical Sortino (5Y) | 0.4613 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.76% |