adidas AG (ADDYY)
121.18
+0.38
(+0.31%)
USD |
OTCM |
May 03, 16:00
adidas Max Drawdown (5Y): 76.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 48.89% |
July 31, 2020 | 48.89% |
June 30, 2020 | 48.89% |
May 31, 2020 | 48.89% |
April 30, 2020 | 48.89% |
March 31, 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
Dec 2019
76.68%
Maximum
Nov 2022
58.22%
Average
48.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bayerische Motoren Werke AG | 62.64% |
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) | -15.07 |
Beta (5Y) | 1.130 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.78% |
Historical Sharpe Ratio (5Y) | -0.0656 |
Historical Sortino (5Y) | -0.1023 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.40% |