adidas AG (ADDYY)
110.84
-2.29
(-2.02%)
USD |
OTCM |
Nov 21, 16:00
adidas Max Drawdown (5Y): 76.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.68% |
| September 30, 2024 | 76.68% |
| August 31, 2024 | 76.68% |
| July 31, 2024 | 76.68% |
| June 30, 2024 | 76.68% |
| May 31, 2024 | 76.68% |
| April 30, 2024 | 76.68% |
| March 31, 2024 | 76.68% |
| February 29, 2024 | 76.68% |
| January 31, 2024 | 76.68% |
| December 31, 2023 | 76.68% |
| November 30, 2023 | 76.68% |
| October 31, 2023 | 76.68% |
| September 30, 2023 | 76.68% |
| August 31, 2023 | 76.68% |
| July 31, 2023 | 76.68% |
| June 30, 2023 | 76.68% |
| May 31, 2023 | 76.68% |
| April 30, 2023 | 76.68% |
| March 31, 2023 | 76.68% |
| February 28, 2023 | 76.68% |
| January 31, 2023 | 76.68% |
| December 31, 2022 | 76.68% |
| November 30, 2022 | 76.68% |
| October 31, 2022 | 75.01% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.57% |
| August 31, 2022 | 61.98% |
| July 31, 2022 | 59.89% |
| June 30, 2022 | 56.42% |
| May 31, 2022 | 53.87% |
| April 30, 2022 | 52.37% |
| March 31, 2022 | 52.37% |
| February 28, 2022 | 48.89% |
| January 31, 2022 | 48.89% |
| December 31, 2021 | 48.89% |
| November 30, 2021 | 48.89% |
| October 31, 2021 | 48.89% |
| September 30, 2021 | 48.89% |
| August 31, 2021 | 48.89% |
| July 31, 2021 | 48.89% |
| June 30, 2021 | 48.89% |
| May 31, 2021 | 48.89% |
| April 30, 2021 | 48.89% |
| March 31, 2021 | 48.89% |
| February 28, 2021 | 48.89% |
| January 31, 2021 | 48.89% |
| December 31, 2020 | 48.89% |
| November 30, 2020 | 48.89% |
| October 31, 2020 | 48.89% |
| September 30, 2020 | 48.89% |
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
41.05%
Minimum
Feb 2020
76.68%
Maximum
Nov 2022
61.30%
Average
53.12%
Median
Max Drawdown (5Y) Benchmarks
| Volkswagen AG | 65.45% |
| Bayerische Motoren Werke AG | 62.64% |
| Continental AG | 81.52% |
| Jumia Technologies AG | -- |
| MYT Netherlands Parent BV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.41 |
| Beta (5Y) | 1.220 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.98% |
| Historical Sharpe Ratio (5Y) | -0.1754 |
| Historical Sortino (5Y) | -0.2746 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.40% |