Archer-Daniels Midland Co (ADM)
53.13
-0.06
(-0.11%)
USD |
NYSE |
Nov 22, 16:00
53.31
+0.18
(+0.34%)
After-Hours: 20:00
Archer-Daniels Midland Max Drawdown (5Y): 46.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 46.16% |
September 30, 2024 | 46.16% |
August 31, 2024 | 46.16% |
July 31, 2024 | 46.16% |
June 30, 2024 | 46.16% |
May 31, 2024 | 46.16% |
April 30, 2024 | 46.16% |
March 31, 2024 | 46.16% |
February 29, 2024 | 46.16% |
January 31, 2024 | 46.16% |
December 31, 2023 | 40.54% |
November 30, 2023 | 40.54% |
October 31, 2023 | 40.54% |
September 30, 2023 | 40.54% |
August 31, 2023 | 40.54% |
July 31, 2023 | 40.54% |
June 30, 2023 | 40.54% |
May 31, 2023 | 40.54% |
April 30, 2023 | 40.54% |
March 31, 2023 | 40.54% |
February 28, 2023 | 40.54% |
January 31, 2023 | 40.54% |
December 31, 2022 | 40.54% |
November 30, 2022 | 40.54% |
October 31, 2022 | 40.54% |
Date | Value |
---|---|
September 30, 2022 | 40.54% |
August 31, 2022 | 40.54% |
July 31, 2022 | 40.54% |
June 30, 2022 | 40.54% |
May 31, 2022 | 40.54% |
April 30, 2022 | 40.54% |
March 31, 2022 | 40.54% |
February 28, 2022 | 40.54% |
January 31, 2022 | 40.54% |
December 31, 2021 | 40.54% |
November 30, 2021 | 40.54% |
October 31, 2021 | 40.54% |
September 30, 2021 | 40.54% |
August 31, 2021 | 40.54% |
July 31, 2021 | 40.54% |
June 30, 2021 | 40.54% |
May 31, 2021 | 40.54% |
April 30, 2021 | 40.54% |
March 31, 2021 | 40.54% |
February 28, 2021 | 40.54% |
January 31, 2021 | 40.54% |
December 31, 2020 | 41.86% |
November 30, 2020 | 41.86% |
October 31, 2020 | 41.86% |
September 30, 2020 | 41.86% |
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
40.54%
Minimum
Jan 2021
46.16%
Maximum
Jan 2024
41.78%
Average
40.54%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
Spectrum Brands Holdings Inc | 79.43% |
RegalWorks Media Inc | 97.96% |
Bunge Global SA | 62.64% |
Ingredion Inc | 56.17% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.336 |
Beta (5Y) | 0.7307 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.79% |
Historical Sharpe Ratio (5Y) | 0.2047 |
Historical Sortino (5Y) | 0.2939 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.54% |