adidas AG (ADDYY)
119.49
-0.64
(-0.53%)
USD |
OTCM |
May 01, 16:01
adidas Max Drawdown (5Y): 76.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 76.68% |
| March 31, 2024 | 76.68% |
| February 29, 2024 | 76.68% |
| January 31, 2024 | 76.68% |
| December 31, 2023 | 76.68% |
| November 30, 2023 | 76.68% |
| October 31, 2023 | 76.68% |
| September 30, 2023 | 76.68% |
| August 31, 2023 | 76.68% |
| July 31, 2023 | 76.68% |
| June 30, 2023 | 76.68% |
| May 31, 2023 | 76.68% |
| April 30, 2023 | 76.68% |
| March 31, 2023 | 76.68% |
| February 28, 2023 | 76.68% |
| January 31, 2023 | 76.68% |
| December 31, 2022 | 76.68% |
| November 30, 2022 | 76.68% |
| October 31, 2022 | 75.01% |
| September 30, 2022 | 70.57% |
| August 31, 2022 | 61.98% |
| July 31, 2022 | 59.89% |
| June 30, 2022 | 56.42% |
| May 31, 2022 | 53.87% |
| April 30, 2022 | 52.37% |
| Date | Value |
|---|---|
| March 31, 2022 | 52.37% |
| February 28, 2022 | 48.89% |
| January 31, 2022 | 48.89% |
| December 31, 2021 | 48.89% |
| November 30, 2021 | 48.89% |
| October 31, 2021 | 48.89% |
| September 30, 2021 | 48.89% |
| August 31, 2021 | 48.89% |
| July 31, 2021 | 48.89% |
| June 30, 2021 | 48.89% |
| May 31, 2021 | 48.89% |
| April 30, 2021 | 48.89% |
| March 31, 2021 | 48.89% |
| February 28, 2021 | 48.89% |
| January 31, 2021 | 48.89% |
| December 31, 2020 | 48.89% |
| November 30, 2020 | 48.89% |
| October 31, 2020 | 48.89% |
| September 30, 2020 | 48.89% |
| August 31, 2020 | 48.89% |
| July 31, 2020 | 48.89% |
| June 30, 2020 | 48.89% |
| May 31, 2020 | 48.89% |
| April 30, 2020 | 48.89% |
| March 31, 2020 | 48.89% |
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
41.05%
Minimum
Dec 2019
76.68%
Maximum
Nov 2022
58.22%
Average
48.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bayerische Motoren Werke AG | 62.64% |
| 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) | -15.07 |
| Beta (5Y) | 1.130 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.78% |
| Historical Sharpe Ratio (5Y) | -0.0656 |
| Historical Sortino (5Y) | -0.1023 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.40% |