Pfizer Inc (PFE)

26.36 +0.59 (+2.29%) USD  |  NYSE  |  Dec 20, 16:00
26.36 0.00 (0.00%) Pre-Market: 20:00
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Pfizer Max Drawdown (5Y): 54.78% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Amgen Inc 24.86%
Gilead Sciences Inc 41.71%
Johnson & Johnson 27.36%
Eli Lilly and Co 24.12%
Moderna Inc 92.39%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.37
Beta (5Y) 0.6526
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.76%
Historical Sharpe Ratio (5Y) -0.1618
Historical Sortino (5Y) -0.3601
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.32%