Adient PLC (ADNT)
29.75
+0.81
(+2.80%)
USD |
NYSE |
Apr 24, 10:20
Adient Max Drawdown (5Y): 92.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 92.23% |
February 29, 2024 | 92.23% |
January 31, 2024 | 92.23% |
December 31, 2023 | 92.23% |
November 30, 2023 | 92.23% |
October 31, 2023 | 92.23% |
September 30, 2023 | 92.23% |
August 31, 2023 | 92.23% |
July 31, 2023 | 92.23% |
June 30, 2023 | 92.23% |
May 31, 2023 | 92.23% |
April 30, 2023 | 92.23% |
March 31, 2023 | 92.23% |
February 28, 2023 | 92.23% |
January 31, 2023 | 92.23% |
December 31, 2022 | 92.23% |
November 30, 2022 | 92.23% |
October 31, 2022 | 92.23% |
September 30, 2022 | 92.23% |
August 31, 2022 | 92.23% |
July 31, 2022 | 92.23% |
June 30, 2022 | 92.23% |
May 31, 2022 | 92.23% |
April 30, 2022 | 92.23% |
March 31, 2022 | 92.23% |
Date | Value |
---|---|
February 28, 2022 | 92.23% |
January 31, 2022 | 92.23% |
December 31, 2021 | 92.23% |
November 30, 2021 | 92.23% |
October 31, 2021 | 92.23% |
September 30, 2021 | 92.23% |
August 31, 2021 | 92.23% |
July 31, 2021 | 92.23% |
June 30, 2021 | 92.23% |
May 31, 2021 | 92.23% |
April 30, 2021 | 92.23% |
March 31, 2021 | 92.23% |
February 28, 2021 | 92.23% |
January 31, 2021 | 92.23% |
December 31, 2020 | 92.23% |
November 30, 2020 | 92.23% |
October 31, 2020 | 92.23% |
September 30, 2020 | 92.23% |
August 31, 2020 | 92.23% |
July 31, 2020 | 92.23% |
June 30, 2020 | 92.23% |
May 31, 2020 | 92.23% |
April 30, 2020 | 92.23% |
March 31, 2020 | 92.23% |
February 29, 2020 | 85.05% |
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
85.05%
Minimum
Apr 2019
92.23%
Maximum
Mar 2020
90.91%
Average
92.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Aptiv PLC | 66.81% |
Smurfit Kappa Group PLC | 52.89% |
PDD Holdings Inc | 87.41% |
Flutter Entertainment PLC | 62.48% |
Carbon Revolution PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.26 |
Beta (5Y) | 2.510 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.91% |
Historical Sharpe Ratio (5Y) | 0.3037 |
Historical Sortino (5Y) | 0.4732 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.26% |