Automatic Data Processing Inc (ADP)
305.15
+0.58
(+0.19%)
USD |
NASDAQ |
Nov 22, 16:00
305.11
-0.04
(-0.01%)
After-Hours: 20:00
Automatic Data Processing Max Drawdown (5Y): 39.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 39.40% |
September 30, 2024 | 39.40% |
August 31, 2024 | 39.40% |
July 31, 2024 | 39.40% |
June 30, 2024 | 39.40% |
May 31, 2024 | 39.40% |
April 30, 2024 | 39.40% |
March 31, 2024 | 39.40% |
February 29, 2024 | 39.40% |
January 31, 2024 | 39.40% |
December 31, 2023 | 39.40% |
November 30, 2023 | 39.40% |
October 31, 2023 | 39.40% |
September 30, 2023 | 39.40% |
August 31, 2023 | 39.40% |
July 31, 2023 | 39.40% |
June 30, 2023 | 39.40% |
May 31, 2023 | 39.40% |
April 30, 2023 | 39.40% |
March 31, 2023 | 39.40% |
February 28, 2023 | 39.40% |
January 31, 2023 | 39.40% |
December 31, 2022 | 39.40% |
November 30, 2022 | 39.40% |
October 31, 2022 | 39.40% |
Date | Value |
---|---|
September 30, 2022 | 39.40% |
August 31, 2022 | 39.40% |
July 31, 2022 | 39.40% |
June 30, 2022 | 39.40% |
May 31, 2022 | 39.40% |
April 30, 2022 | 39.40% |
March 31, 2022 | 39.40% |
February 28, 2022 | 39.40% |
January 31, 2022 | 39.40% |
December 31, 2021 | 39.40% |
November 30, 2021 | 39.40% |
October 31, 2021 | 39.40% |
September 30, 2021 | 39.40% |
August 31, 2021 | 39.40% |
July 31, 2021 | 39.40% |
June 30, 2021 | 39.40% |
May 31, 2021 | 39.40% |
April 30, 2021 | 39.40% |
March 31, 2021 | 39.40% |
February 28, 2021 | 39.40% |
January 31, 2021 | 39.40% |
December 31, 2020 | 39.40% |
November 30, 2020 | 39.40% |
October 31, 2020 | 39.40% |
September 30, 2020 | 39.40% |
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
19.19%
Minimum
Nov 2019
39.40%
Maximum
Mar 2020
38.06%
Average
39.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
DocuSign Inc | -- |
Salesforce Inc | 58.62% |
Guidewire Software Inc | 60.28% |
Uber Technologies Inc | -- |
Paychex Inc | 44.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.198 |
Beta (5Y) | 0.7857 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.73% |
Historical Sharpe Ratio (5Y) | 0.4796 |
Historical Sortino (5Y) | 0.6582 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.31% |