Automatic Data Processing Inc (ADP)

296.46 +2.31 (+0.79%) USD  |  NASDAQ  |  Dec 24, 16:00
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Automatic Data Processing Max Drawdown (5Y): 39.40% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Salesforce Inc 58.62%
Paychex Inc 44.15%
Uber Technologies Inc 68.05%
Microsoft Corp 37.14%
Synopsys Inc 34.25%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.979
Beta (5Y) 0.7861
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.78%
Historical Sharpe Ratio (5Y) 0.484
Historical Sortino (5Y) 0.6654
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.31%