Pfizer Inc (PFE)
28.09
-0.21
(-0.74%)
USD |
NYSE |
Nov 01, 16:00
28.10
+0.01
(+0.04%)
After-Hours: 20:00
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% |
Viking Therapeutics Inc | 89.26% |
Moderna Inc | 89.10% |
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% |