adidas AG (ADDDF)
246.80
-5.63
(-2.23%)
USD |
OTCM |
Apr 30, 15:16
adidas Max Drawdown (5Y): 77.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 77.05% |
| February 29, 2024 | 77.05% |
| January 31, 2024 | 77.05% |
| December 31, 2023 | 77.05% |
| November 30, 2023 | 77.05% |
| October 31, 2023 | 77.05% |
| September 30, 2023 | 77.05% |
| August 31, 2023 | 77.05% |
| July 31, 2023 | 77.05% |
| June 30, 2023 | 77.05% |
| May 31, 2023 | 77.05% |
| April 30, 2023 | 77.05% |
| March 31, 2023 | 77.05% |
| February 28, 2023 | 77.05% |
| January 31, 2023 | 77.05% |
| December 31, 2022 | 77.05% |
| November 30, 2022 | 77.05% |
| October 31, 2022 | 74.84% |
| September 30, 2022 | 71.89% |
| August 31, 2022 | 61.95% |
| July 31, 2022 | 61.45% |
| June 30, 2022 | 58.34% |
| May 31, 2022 | 55.92% |
| April 30, 2022 | 53.15% |
| March 31, 2022 | 53.15% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.54% |
| January 31, 2022 | 51.54% |
| December 31, 2021 | 51.54% |
| November 30, 2021 | 51.54% |
| October 31, 2021 | 51.54% |
| September 30, 2021 | 51.54% |
| August 31, 2021 | 51.54% |
| July 31, 2021 | 51.54% |
| June 30, 2021 | 51.54% |
| May 31, 2021 | 51.54% |
| April 30, 2021 | 51.54% |
| March 31, 2021 | 51.54% |
| February 28, 2021 | 51.54% |
| January 31, 2021 | 51.54% |
| December 31, 2020 | 51.54% |
| November 30, 2020 | 51.54% |
| October 31, 2020 | 51.54% |
| September 30, 2020 | 51.54% |
| August 31, 2020 | 51.54% |
| July 31, 2020 | 51.54% |
| June 30, 2020 | 51.54% |
| May 31, 2020 | 51.54% |
| April 30, 2020 | 51.54% |
| March 31, 2020 | 51.54% |
| February 29, 2020 | 40.37% |
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
40.37%
Minimum
Dec 2019
77.05%
Maximum
Nov 2022
59.18%
Average
51.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CBD Of Denver Inc | 99.38% |
| Jumia Technologies AG | 96.50% |
| MYT Netherlands Parent BV | -- |
| Next e GO NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.59 |
| Beta (5Y) | 1.146 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.37% |
| Historical Sharpe Ratio (5Y) | -0.0702 |
| Historical Sortino (5Y) | -0.1071 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.86% |