Philip Morris International Inc (PM)
155.16
+0.15
(+0.10%)
USD |
NYSE |
Mar 28, 16:00
155.31
+0.15
(+0.10%)
After-Hours: 20:00
Philip Morris International Max Drawdown (5Y): 42.75% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
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
| Altria Group Inc | 53.62% |
| Coca-Cola Co | 37.01% |
| Walmart Inc | 25.74% |
| PepsiCo Inc | 28.81% |
| Procter & Gamble Co | 23.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.962 |
| Beta (5Y) | 0.5274 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.07% |
| Historical Sharpe Ratio (5Y) | 0.7933 |
| Historical Sortino (5Y) | 1.626 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.61% |