Pfizer Inc (PFE)
22.88
+0.10
(+0.44%)
USD |
NYSE |
Apr 25, 11:10
Pfizer Max Drawdown (5Y): 54.78% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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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% |
| Viking Therapeutics Inc | 89.26% |
| Arvinas Inc | 93.49% |
| Moderna Inc | 94.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.84 |
| Beta (5Y) | 0.6705 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.80% |
| Historical Sharpe Ratio (5Y) | -0.0792 |
| Historical Sortino (5Y) | -0.1756 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.35% |