Adobe Inc (ADBE)
477.13
+4.23
(+0.89%)
USD |
NASDAQ |
Apr 24, 16:00
475.15
-1.98
(-0.41%)
After-Hours: 20:00
Adobe Max Drawdown (5Y): 60.02% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 25.64% |
| July 31, 2020 | 25.64% |
| June 30, 2020 | 25.64% |
| May 31, 2020 | 25.64% |
| April 30, 2020 | 25.64% |
| March 31, 2020 | 25.64% |
| February 29, 2020 | 25.53% |
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
Apr 2019
60.02%
Maximum
Sep 2022
38.70%
Average
25.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Salesforce Inc | 58.62% |
| Intuit Inc | 49.01% |
| Microsoft Corp | 37.14% |
| Oracle Corp | 40.36% |
| Snowflake Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.060 |
| Beta (5Y) | 1.278 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.52% |
| Historical Sharpe Ratio (5Y) | 0.3272 |
| Historical Sortino (5Y) | 0.5379 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.65% |