Archer-Daniels Midland Co (ADM)
61.72
+1.30
(+2.15%)
USD |
NYSE |
Apr 18, 16:00
61.49
-0.23
(-0.37%)
Pre-Market: 05:24
Archer-Daniels Midland Max Drawdown (5Y): 46.16% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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 | 40.54% |
November 30, 2020 | 40.54% |
October 31, 2020 | 41.86% |
September 30, 2020 | 41.86% |
August 31, 2020 | 41.86% |
July 31, 2020 | 41.86% |
June 30, 2020 | 41.86% |
May 31, 2020 | 41.86% |
April 30, 2020 | 41.86% |
March 31, 2020 | 41.86% |
February 29, 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
Nov 2020
46.16%
Maximum
Jan 2024
41.24%
Average
40.54%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Bunge Global SA | 62.64% |
Colgate-Palmolive Co | 22.57% |
Procter & Gamble Co | 23.77% |
Acme United Corp | 52.48% |
Mondelez International Inc | 29.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.306 |
Beta (5Y) | 0.7706 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.82% |
Historical Sharpe Ratio (5Y) | 0.2935 |
Historical Sortino (5Y) | 0.4147 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.54% |