Organon & Co. (OGN)
13.68
+0.02
(+0.11%)
USD |
NYSE |
Sep 16, 15:18
Organon Max Drawdown (5Y) : 82.70% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 82.70% |
| July 31, 2026 | 82.70% |
| June 30, 2026 | 82.70% |
| May 31, 2026 | 82.70% |
| April 30, 2026 | 82.70% |
| March 31, 2026 | 82.70% |
| February 28, 2026 | 80.86% |
| January 31, 2026 | 80.86% |
| December 31, 2025 | 80.86% |
| November 30, 2025 | 80.86% |
| October 31, 2025 | 80.86% |
| September 30, 2025 | 75.78% |
| August 31, 2025 | 75.78% |
| July 31, 2025 | 75.78% |
| June 30, 2025 | 75.78% |
| May 31, 2025 | 75.78% |
| April 30, 2025 | 69.57% |
| March 31, 2025 | 69.57% |
| February 28, 2025 | 69.57% |
| January 31, 2025 | 69.57% |
| December 31, 2024 | 69.57% |
| November 30, 2024 | 69.57% |
| October 31, 2024 | 69.57% |
| September 30, 2024 | 69.57% |
| August 31, 2024 | 69.57% |
| Date | Value |
|---|---|
| July 31, 2024 | 69.57% |
| June 30, 2024 | 69.57% |
| May 31, 2024 | 69.57% |
| April 30, 2024 | 69.57% |
| March 31, 2024 | 69.57% |
| February 29, 2024 | 69.57% |
| January 31, 2024 | 69.57% |
| December 31, 2023 | 69.57% |
| November 30, 2023 | 69.57% |
| October 31, 2023 | 59.91% |
| September 30, 2023 | 55.03% |
| August 31, 2023 | 48.41% |
| July 31, 2023 | 48.41% |
| June 30, 2023 | 48.41% |
| May 31, 2023 | 48.41% |
| April 30, 2023 | 43.41% |
| March 31, 2023 | 43.41% |
| February 28, 2023 | 39.76% |
| January 31, 2023 | 39.76% |
| December 31, 2022 | 39.76% |
| November 30, 2022 | 39.76% |
| October 31, 2022 | 39.76% |
| September 30, 2022 | 39.53% |
| August 31, 2022 | 26.27% |
| July 31, 2022 | 25.13% |
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
| Merck & Co., Inc. | 43.45% |
| Eli Lilly & Co. | 34.47% |
| Pfizer Inc. | 58.95% |
| Bristol Myers Squibb Co. | 47.67% |
| Crinetics Pharmaceuticals, Inc. (DELISTED) | 58.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.69 |
| Beta (5Y) | 1.526 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.41% |
| Historical Sharpe Ratio (5Y) | -0.2701 |
| Historical Sortino (5Y) | -0.5781 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.62% |