Amadeus IT Group SA (AMADF)
64.95
-1.32
(-1.99%)
USD |
OTCM |
May 03, 12:29
Amadeus IT Group Max Drawdown (5Y): 59.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.25% |
March 31, 2024 | 59.25% |
February 29, 2024 | 59.25% |
January 31, 2024 | 59.25% |
December 31, 2023 | 59.25% |
November 30, 2023 | 59.25% |
October 31, 2023 | 59.25% |
September 30, 2023 | 59.25% |
August 31, 2023 | 59.25% |
July 31, 2023 | 59.25% |
June 30, 2023 | 59.25% |
May 31, 2023 | 59.25% |
April 30, 2023 | 59.25% |
March 31, 2023 | 59.25% |
February 28, 2023 | 59.25% |
January 31, 2023 | 59.25% |
December 31, 2022 | 59.25% |
November 30, 2022 | 59.25% |
October 31, 2022 | 59.25% |
September 30, 2022 | 59.25% |
August 31, 2022 | 59.25% |
July 31, 2022 | 59.25% |
June 30, 2022 | 59.25% |
May 31, 2022 | 59.25% |
April 30, 2022 | 59.25% |
Date | Value |
---|---|
March 31, 2022 | 59.25% |
February 28, 2022 | 59.25% |
January 31, 2022 | 59.25% |
December 31, 2021 | 59.25% |
November 30, 2021 | 59.25% |
October 31, 2021 | 59.25% |
September 30, 2021 | 59.25% |
August 31, 2021 | 59.25% |
July 31, 2021 | 59.25% |
June 30, 2021 | 59.25% |
May 31, 2021 | 59.25% |
April 30, 2021 | 59.25% |
March 31, 2021 | 59.25% |
February 28, 2021 | 59.25% |
January 31, 2021 | 59.25% |
December 31, 2020 | 59.25% |
November 30, 2020 | 59.25% |
October 31, 2020 | 59.25% |
September 30, 2020 | 59.25% |
August 31, 2020 | 59.25% |
July 31, 2020 | 59.25% |
June 30, 2020 | 59.25% |
May 31, 2020 | 59.25% |
April 30, 2020 | 55.98% |
March 31, 2020 | 53.69% |
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
29.92%
Minimum
May 2019
59.25%
Maximum
May 2020
54.22%
Average
59.25%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Industria De Diseno Textil SA | 48.35% |
Melia Hotels International SA | 79.22% |
Neinor Homes SA | -- |
Gestamp Automocion | -- |
Vidrala SA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.91 |
Beta (5Y) | 1.191 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.51% |
Historical Sharpe Ratio (5Y) | -0.1464 |
Historical Sortino (5Y) | -0.2245 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.33% |