Johnson & Johnson (JNJ)
152.69
+1.31
(+0.87%)
USD |
NYSE |
May 15, 16:00
152.55
-0.14
(-0.09%)
After-Hours: 18:29
Johnson & Johnson Max Drawdown (5Y): 27.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 27.36% |
March 31, 2024 | 27.36% |
February 29, 2024 | 27.36% |
January 31, 2024 | 27.36% |
December 31, 2023 | 27.36% |
November 30, 2023 | 27.36% |
October 31, 2023 | 27.36% |
September 30, 2023 | 27.36% |
August 31, 2023 | 27.36% |
July 31, 2023 | 27.36% |
June 30, 2023 | 27.36% |
May 31, 2023 | 27.36% |
April 30, 2023 | 27.36% |
March 31, 2023 | 27.36% |
February 28, 2023 | 27.36% |
January 31, 2023 | 27.36% |
December 31, 2022 | 27.36% |
November 30, 2022 | 27.36% |
October 31, 2022 | 27.36% |
September 30, 2022 | 27.36% |
August 31, 2022 | 27.36% |
July 31, 2022 | 27.36% |
June 30, 2022 | 27.36% |
May 31, 2022 | 27.36% |
April 30, 2022 | 27.36% |
Date | Value |
---|---|
March 31, 2022 | 27.36% |
February 28, 2022 | 27.36% |
January 31, 2022 | 27.36% |
December 31, 2021 | 27.36% |
November 30, 2021 | 27.36% |
October 31, 2021 | 27.36% |
September 30, 2021 | 27.36% |
August 31, 2021 | 27.36% |
July 31, 2021 | 27.36% |
June 30, 2021 | 27.36% |
May 31, 2021 | 27.36% |
April 30, 2021 | 27.36% |
March 31, 2021 | 27.36% |
February 28, 2021 | 27.36% |
January 31, 2021 | 27.36% |
December 31, 2020 | 27.36% |
November 30, 2020 | 27.36% |
October 31, 2020 | 27.36% |
September 30, 2020 | 27.36% |
August 31, 2020 | 27.36% |
July 31, 2020 | 27.36% |
June 30, 2020 | 27.36% |
May 31, 2020 | 27.36% |
April 30, 2020 | 27.36% |
March 31, 2020 | 27.36% |
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
18.29%
Minimum
May 2019
27.36%
Maximum
Mar 2020
25.84%
Average
27.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Amgen Inc | 24.86% |
Eli Lilly and Co | 22.48% |
Merck & Co Inc | 27.26% |
Pfizer Inc | 54.78% |
Shockwave Medical Inc | 64.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.914 |
Beta (5Y) | 0.5489 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.80% |
Historical Sharpe Ratio (5Y) | 0.0676 |
Historical Sortino (5Y) | 0.1196 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.84% |