SAP SE (SAP)
183.45
+2.81
(+1.56%)
USD |
NYSE |
May 03, 16:00
183.51
+0.06
(+0.03%)
Pre-Market: 20:00
SAP Max Drawdown (5Y): 51.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.37% |
March 31, 2024 | 51.37% |
February 29, 2024 | 51.37% |
January 31, 2024 | 51.37% |
December 31, 2023 | 51.37% |
November 30, 2023 | 51.37% |
October 31, 2023 | 51.37% |
September 30, 2023 | 51.37% |
August 31, 2023 | 51.37% |
July 31, 2023 | 51.37% |
June 30, 2023 | 51.37% |
May 31, 2023 | 51.37% |
April 30, 2023 | 51.37% |
March 31, 2023 | 51.37% |
February 28, 2023 | 51.37% |
January 31, 2023 | 51.37% |
December 31, 2022 | 51.37% |
November 30, 2022 | 51.37% |
October 31, 2022 | 51.37% |
September 30, 2022 | 51.37% |
August 31, 2022 | 48.22% |
July 31, 2022 | 47.50% |
June 30, 2022 | 44.46% |
May 31, 2022 | 43.91% |
April 30, 2022 | 40.13% |
Date | Value |
---|---|
March 31, 2022 | 37.39% |
February 28, 2022 | 37.39% |
January 31, 2022 | 37.39% |
December 31, 2021 | 37.39% |
November 30, 2021 | 37.39% |
October 31, 2021 | 37.39% |
September 30, 2021 | 37.39% |
August 31, 2021 | 37.39% |
July 31, 2021 | 37.39% |
June 30, 2021 | 37.39% |
May 31, 2021 | 37.39% |
April 30, 2021 | 37.39% |
March 31, 2021 | 37.39% |
February 28, 2021 | 37.39% |
January 31, 2021 | 37.39% |
December 31, 2020 | 37.39% |
November 30, 2020 | 37.39% |
October 31, 2020 | 36.79% |
September 30, 2020 | 32.85% |
August 31, 2020 | 32.85% |
July 31, 2020 | 32.85% |
June 30, 2020 | 32.85% |
May 31, 2020 | 32.85% |
April 30, 2020 | 32.85% |
March 31, 2020 | 32.85% |
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
24.97%
Minimum
Nov 2019
51.37%
Maximum
Sep 2022
40.13%
Average
37.39%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Microsoft Corp | 37.14% |
Intel Corp | 61.62% |
NVIDIA Corp | 66.34% |
International Business Machines Corp | 40.20% |
voxeljet AG (DELISTED) | 98.75% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.034 |
Beta (5Y) | 1.241 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.92% |
Historical Sharpe Ratio (5Y) | 0.2128 |
Historical Sortino (5Y) | 0.3119 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.80% |