Merck & Co Inc (MRK)
99.85
+2.41
(+2.47%)
USD |
NYSE |
Nov 21, 16:00
99.94
+0.09
(+0.09%)
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 | -- |
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% |