Adobe Inc (ADBE)
549.85
+1.92
(+0.35%)
USD |
NASDAQ |
Dec 10, 14:01
Adobe Max Drawdown (5Y): 60.02% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
November 30, 2024 | 60.02% |
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% |
Date | Value |
---|---|
October 31, 2022 | 60.02% |
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% |
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
Dec 2019
60.02%
Maximum
Sep 2022
43.30%
Average
46.42%
Median
Max Drawdown (5Y) Benchmarks
Salesforce Inc | 58.62% |
Microsoft Corp | 37.14% |
Oracle Corp | 40.36% |
Ansys Inc | 51.28% |
Uber Technologies Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.892 |
Beta (5Y) | 1.291 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.53% |
Historical Sharpe Ratio (5Y) | 0.2286 |
Historical Sortino (5Y) | 0.3944 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.70% |