Automatic Data Processing Inc (ADP)
246.61
-0.23
(-0.09%)
USD |
NASDAQ |
Apr 24, 16:00
247.78
+1.17
(+0.47%)
After-Hours: 07:47
Automatic Data Processing Max Drawdown (5Y): 39.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 39.40% |
July 31, 2020 | 39.40% |
June 30, 2020 | 39.40% |
May 31, 2020 | 39.40% |
April 30, 2020 | 39.40% |
March 31, 2020 | 39.40% |
February 29, 2020 | 19.19% |
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
Apr 2019
39.40%
Maximum
Mar 2020
35.70%
Average
39.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Paychex Inc | 44.15% |
Cass Information Systems Inc | 50.90% |
Cintas Corp | 48.38% |
Resources Connection Inc | 50.09% |
SPAR Group Inc | 73.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4511 |
Beta (5Y) | 0.7783 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.51% |
Historical Sharpe Ratio (5Y) | 0.3806 |
Historical Sortino (5Y) | 0.5213 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.31% |