adidas AG (ADDDF)
242.50
+3.08
(+1.29%)
USD |
OTCM |
May 03, 16:00
adidas Max Drawdown (5Y): 77.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.05% |
March 31, 2024 | 77.05% |
February 29, 2024 | 77.05% |
January 31, 2024 | 77.05% |
December 31, 2023 | 77.05% |
November 30, 2023 | 77.05% |
October 31, 2023 | 77.05% |
September 30, 2023 | 77.05% |
August 31, 2023 | 77.05% |
July 31, 2023 | 77.05% |
June 30, 2023 | 77.05% |
May 31, 2023 | 77.05% |
April 30, 2023 | 77.05% |
March 31, 2023 | 77.05% |
February 28, 2023 | 77.05% |
January 31, 2023 | 77.05% |
December 31, 2022 | 77.05% |
November 30, 2022 | 77.05% |
October 31, 2022 | 74.84% |
September 30, 2022 | 71.89% |
August 31, 2022 | 61.95% |
July 31, 2022 | 61.45% |
June 30, 2022 | 58.34% |
May 31, 2022 | 55.92% |
April 30, 2022 | 53.15% |
Date | Value |
---|---|
March 31, 2022 | 53.15% |
February 28, 2022 | 51.54% |
January 31, 2022 | 51.54% |
December 31, 2021 | 51.54% |
November 30, 2021 | 51.54% |
October 31, 2021 | 51.54% |
September 30, 2021 | 51.54% |
August 31, 2021 | 51.54% |
July 31, 2021 | 51.54% |
June 30, 2021 | 51.54% |
May 31, 2021 | 51.54% |
April 30, 2021 | 51.54% |
March 31, 2021 | 51.54% |
February 28, 2021 | 51.54% |
January 31, 2021 | 51.54% |
December 31, 2020 | 51.54% |
November 30, 2020 | 51.54% |
October 31, 2020 | 51.54% |
September 30, 2020 | 51.54% |
August 31, 2020 | 51.54% |
July 31, 2020 | 51.54% |
June 30, 2020 | 51.54% |
May 31, 2020 | 51.54% |
April 30, 2020 | 51.54% |
March 31, 2020 | 51.54% |
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
40.37%
Minimum
Dec 2019
77.05%
Maximum
Nov 2022
59.48%
Average
51.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CBD Of Denver Inc | 99.38% |
Jumia Technologies AG | 96.50% |
MYT Netherlands Parent BV | -- |
Next e GO NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.31 |
Beta (5Y) | 1.090 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.47% |
Historical Sharpe Ratio (5Y) | -0.0578 |
Historical Sortino (5Y) | -0.0885 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.86% |