Koninklijke Ahold Delhaize NV (ADRNY)

32.62 +0.05 (+0.15%) USD  |  OTCM  |  Dec 20, 16:00
More

Koninklijke Ahold Delhaize Max Drawdown (5Y): 27.49% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ADRNY.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Heineken NV 37.53%
Heineken Holding NV 36.77%
ForFarmers NV --
JDE Peets NV --
ASTARTA Holding NV --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.8528
Beta (5Y) 0.5036
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.58%
Historical Sharpe Ratio (5Y) 0.3871
Historical Sortino (5Y) 0.7011
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.92%