Advent Technologies Holdings Inc (ADN)
7.61
+0.70
(+10.13%)
USD |
NASDAQ |
Nov 21, 16:00
7.69
+0.08
(+1.05%)
Pre-Market: 08:39
Advent Technologies Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Alliant Energy Corp | 33.53% |
| Otter Tail Corp | 41.50% |
| Evergy Inc | 38.78% |
| Xcel Energy Inc | 34.43% |
| Verde Clean Fuels Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -65.62 |
| Beta (5Y) | 0.0916 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.28% |
| Historical Sharpe Ratio (5Y) | -0.7646 |
| Historical Sortino (5Y) | -1.316 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.62% |