Adobe Inc (ADBE)
512.15
+7.71
(+1.53%)
USD |
NASDAQ |
Nov 22, 16:00
512.75
+0.60
(+0.12%)
After-Hours: 20:00
Adobe Max Drawdown (5Y): 60.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.02% |
| September 30, 2024 | 60.02% |
| August 31, 2024 | 60.02% |
| July 31, 2024 | 60.02% |
| June 30, 2024 | 60.02% |
| May 31, 2024 | 60.02% |
| April 30, 2024 | 60.02% |
| March 31, 2024 | 60.02% |
| February 29, 2024 | 60.02% |
| January 31, 2024 | 60.02% |
| December 31, 2023 | 60.02% |
| November 30, 2023 | 60.02% |
| October 31, 2023 | 60.02% |
| September 30, 2023 | 60.02% |
| August 31, 2023 | 60.02% |
| July 31, 2023 | 60.02% |
| June 30, 2023 | 60.02% |
| May 31, 2023 | 60.02% |
| April 30, 2023 | 60.02% |
| March 31, 2023 | 60.02% |
| February 28, 2023 | 60.02% |
| January 31, 2023 | 60.02% |
| December 31, 2022 | 60.02% |
| November 30, 2022 | 60.02% |
| October 31, 2022 | 60.02% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.02% |
| August 31, 2022 | 47.59% |
| July 31, 2022 | 47.59% |
| June 30, 2022 | 47.59% |
| May 31, 2022 | 45.25% |
| April 30, 2022 | 42.48% |
| March 31, 2022 | 40.22% |
| February 28, 2022 | 37.61% |
| January 31, 2022 | 28.37% |
| December 31, 2021 | 25.64% |
| November 30, 2021 | 25.64% |
| October 31, 2021 | 25.64% |
| September 30, 2021 | 25.64% |
| August 31, 2021 | 25.64% |
| July 31, 2021 | 25.64% |
| June 30, 2021 | 25.64% |
| May 31, 2021 | 25.64% |
| April 30, 2021 | 25.64% |
| March 31, 2021 | 25.64% |
| February 28, 2021 | 25.64% |
| January 31, 2021 | 25.64% |
| December 31, 2020 | 25.64% |
| November 30, 2020 | 25.64% |
| October 31, 2020 | 25.64% |
| September 30, 2020 | 25.64% |
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
25.53%
Minimum
Nov 2019
60.02%
Maximum
Sep 2022
42.72%
Average
43.86%
Median
Max Drawdown (5Y) Benchmarks
| Ansys Inc | 51.28% |
| Microsoft Corp | 37.14% |
| Oracle Corp | 40.36% |
| Salesforce Inc | 58.62% |
| CrowdStrike Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.673 |
| Beta (5Y) | 1.299 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.61% |
| Historical Sharpe Ratio (5Y) | 0.2484 |
| Historical Sortino (5Y) | 0.4296 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.70% |