Philip Morris International, Inc. (PM)
187.46
-0.72
(-0.38%)
USD |
NYSE |
Oct 02, 16:00
187.52
+0.06
(+0.03%)
After-Hours: 20:00
Philip Morris International Max Drawdown (5Y) : 22.74% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 22.74% |
| August 31, 2026 | 22.74% |
| July 31, 2026 | 22.74% |
| June 30, 2026 | 22.74% |
| May 31, 2026 | 22.74% |
| April 30, 2026 | 22.74% |
| March 31, 2026 | 22.74% |
| February 28, 2026 | 22.74% |
| January 31, 2026 | 22.74% |
| December 31, 2025 | 22.74% |
| November 30, 2025 | 25.36% |
| October 31, 2025 | 30.59% |
| September 30, 2025 | 30.99% |
| August 31, 2025 | 30.99% |
| July 31, 2025 | 30.99% |
| June 30, 2025 | 31.97% |
| May 31, 2025 | 33.20% |
| April 30, 2025 | 35.31% |
| March 31, 2025 | 35.31% |
| February 28, 2025 | 42.75% |
| January 31, 2025 | 42.75% |
| December 31, 2024 | 42.75% |
| November 30, 2024 | 42.75% |
| October 31, 2024 | 42.75% |
| September 30, 2024 | 42.75% |
| Date | Value |
|---|---|
| August 31, 2024 | 42.75% |
| July 31, 2024 | 42.75% |
| June 30, 2024 | 42.75% |
| May 31, 2024 | 42.75% |
| April 30, 2024 | 42.75% |
| March 31, 2024 | 42.75% |
| February 29, 2024 | 42.75% |
| January 31, 2024 | 42.75% |
| December 31, 2023 | 42.75% |
| November 30, 2023 | 42.75% |
| October 31, 2023 | 42.75% |
| September 30, 2023 | 42.75% |
| August 31, 2023 | 42.75% |
| July 31, 2023 | 42.75% |
| June 30, 2023 | 42.75% |
| May 31, 2023 | 42.75% |
| April 30, 2023 | 42.75% |
| March 31, 2023 | 42.75% |
| February 28, 2023 | 42.75% |
| January 31, 2023 | 42.75% |
| December 31, 2022 | 42.75% |
| November 30, 2022 | 42.75% |
| October 31, 2022 | 42.75% |
| September 30, 2022 | 42.75% |
| August 31, 2022 | 42.75% |
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
| Altria Group, Inc. | 27.48% |
| Turning Point Brands, Inc. | 66.44% |
| British American Tobacco plc | 39.11% |
| 22nd Century Group, Inc. | 100.0% |
| The Coca-Cola Co. | 17.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.08 |
| Beta (5Y) | 0.3383 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.95% |
| Historical Sharpe Ratio (5Y) | 0.6875 |
| Historical Sortino (5Y) | 1.448 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.56% |