Adeia Inc (ADEA)
9.98
+0.05
(+0.50%)
USD |
NASDAQ |
May 06, 16:00
9.977
0.00 (0.00%)
After-Hours: 20:00
Adeia Max Drawdown (5Y): 63.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 63.94% |
| March 31, 2024 | 63.94% |
| February 29, 2024 | 63.94% |
| January 31, 2024 | 63.94% |
| December 31, 2023 | 63.94% |
| November 30, 2023 | 63.94% |
| October 31, 2023 | 63.94% |
| September 30, 2023 | 64.16% |
| August 31, 2023 | 65.13% |
| July 31, 2023 | 67.25% |
| June 30, 2023 | 67.25% |
| May 31, 2023 | 67.25% |
| April 30, 2023 | 67.25% |
| March 31, 2023 | 67.25% |
| February 28, 2023 | 67.25% |
| January 31, 2023 | 67.25% |
| December 31, 2022 | 67.25% |
| November 30, 2022 | 67.25% |
| October 31, 2022 | 67.25% |
| September 30, 2022 | 67.25% |
| August 31, 2022 | 67.25% |
| July 31, 2022 | 67.25% |
| June 30, 2022 | 67.25% |
| May 31, 2022 | 67.25% |
| April 30, 2022 | 67.25% |
| Date | Value |
|---|---|
| March 31, 2022 | 67.25% |
| February 28, 2022 | 67.25% |
| January 31, 2022 | 67.25% |
| December 31, 2021 | 67.25% |
| November 30, 2021 | 67.25% |
| October 31, 2021 | 67.25% |
| September 30, 2021 | 67.25% |
| August 31, 2021 | 67.25% |
| July 31, 2021 | 67.25% |
| June 30, 2021 | 67.25% |
| May 31, 2021 | 67.25% |
| April 30, 2021 | 67.25% |
| March 31, 2021 | 67.25% |
| February 28, 2021 | 67.25% |
| January 31, 2021 | 67.25% |
| December 31, 2020 | 67.25% |
| November 30, 2020 | 67.25% |
| October 31, 2020 | 67.25% |
| September 30, 2020 | 67.25% |
| August 31, 2020 | 67.25% |
| July 31, 2020 | 67.25% |
| June 30, 2020 | 67.25% |
| May 31, 2020 | 67.25% |
| April 30, 2020 | 67.25% |
| March 31, 2020 | 67.25% |
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
63.94%
Minimum
Oct 2023
67.25%
Maximum
May 2019
66.78%
Average
67.25%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| CSP Inc | 70.02% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Data Storage Corp | 95.10% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.755 |
| Beta (5Y) | 2.022 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.13% |
| Historical Sharpe Ratio (5Y) | 0.1582 |
| Historical Sortino (5Y) | 0.605 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.71% |