Pfizer Inc (PFE)
25.14
+0.20
(+0.78%)
USD |
NYSE |
Nov 21, 16:00
25.10
-0.04
(-0.14%)
After-Hours: 17:37
Pfizer Max Drawdown (5Y): 54.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.78% |
| September 30, 2024 | 54.78% |
| August 31, 2024 | 54.78% |
| July 31, 2024 | 54.78% |
| June 30, 2024 | 54.78% |
| May 31, 2024 | 54.78% |
| April 30, 2024 | 54.78% |
| March 31, 2024 | 53.93% |
| February 29, 2024 | 53.93% |
| January 31, 2024 | 53.93% |
| December 31, 2023 | 53.93% |
| November 30, 2023 | 48.91% |
| October 31, 2023 | 47.64% |
| September 30, 2023 | 44.19% |
| August 31, 2023 | 39.13% |
| July 31, 2023 | 38.90% |
| June 30, 2023 | 37.89% |
| May 31, 2023 | 37.27% |
| April 30, 2023 | 35.28% |
| March 31, 2023 | 35.28% |
| February 28, 2023 | 35.28% |
| January 31, 2023 | 35.28% |
| December 31, 2022 | 35.28% |
| November 30, 2022 | 35.28% |
| October 31, 2022 | 35.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.28% |
| August 31, 2022 | 35.28% |
| July 31, 2022 | 35.28% |
| June 30, 2022 | 35.28% |
| May 31, 2022 | 35.28% |
| April 30, 2022 | 35.28% |
| March 31, 2022 | 35.28% |
| February 28, 2022 | 35.28% |
| January 31, 2022 | 35.28% |
| December 31, 2021 | 35.28% |
| November 30, 2021 | 35.28% |
| October 31, 2021 | 35.28% |
| September 30, 2021 | 35.28% |
| August 31, 2021 | 35.28% |
| July 31, 2021 | 35.28% |
| June 30, 2021 | 35.28% |
| May 31, 2021 | 35.28% |
| April 30, 2021 | 35.28% |
| March 31, 2021 | 35.28% |
| February 28, 2021 | 35.28% |
| January 31, 2021 | 35.28% |
| December 31, 2020 | 35.28% |
| November 30, 2020 | 35.28% |
| October 31, 2020 | 35.28% |
| September 30, 2020 | 35.28% |
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
23.82%
Minimum
Nov 2019
54.78%
Maximum
Apr 2024
38.82%
Average
35.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Amgen Inc | 24.86% |
| Johnson & Johnson | 27.36% |
| Eli Lilly and Co | 22.48% |
| Merck & Co Inc | 27.26% |
| Moderna Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.88 |
| Beta (5Y) | 0.6778 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.51% |
| Historical Sharpe Ratio (5Y) | -0.1097 |
| Historical Sortino (5Y) | -0.2436 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.12% |