Koninklijke Ahold Delhaize NV (ADRNY)
34.25
+0.39
(+1.14%)
USD |
OTCM |
Nov 22, 10:48
Koninklijke Ahold Delhaize Max Drawdown (5Y): 27.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 27.49% |
| September 30, 2024 | 27.49% |
| August 31, 2024 | 27.49% |
| July 31, 2024 | 27.49% |
| June 30, 2024 | 27.49% |
| May 31, 2024 | 27.49% |
| April 30, 2024 | 27.49% |
| March 31, 2024 | 27.49% |
| February 29, 2024 | 27.49% |
| January 31, 2024 | 27.49% |
| December 31, 2023 | 27.49% |
| November 30, 2023 | 27.49% |
| October 31, 2023 | 27.49% |
| September 30, 2023 | 27.49% |
| August 31, 2023 | 27.49% |
| July 31, 2023 | 27.49% |
| June 30, 2023 | 27.49% |
| May 31, 2023 | 27.49% |
| April 30, 2023 | 27.49% |
| March 31, 2023 | 27.49% |
| February 28, 2023 | 27.49% |
| January 31, 2023 | 27.49% |
| December 31, 2022 | 27.49% |
| November 30, 2022 | 27.49% |
| October 31, 2022 | 27.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 26.80% |
| August 31, 2022 | 26.80% |
| July 31, 2022 | 26.80% |
| June 30, 2022 | 26.80% |
| May 31, 2022 | 26.14% |
| April 30, 2022 | 26.14% |
| March 31, 2022 | 26.14% |
| February 28, 2022 | 26.14% |
| January 31, 2022 | 26.14% |
| December 31, 2021 | 26.14% |
| November 30, 2021 | 26.14% |
| October 31, 2021 | 26.14% |
| September 30, 2021 | 26.14% |
| August 31, 2021 | 26.14% |
| July 31, 2021 | 26.14% |
| June 30, 2021 | 26.14% |
| May 31, 2021 | 26.14% |
| April 30, 2021 | 26.14% |
| March 31, 2021 | 26.14% |
| February 28, 2021 | 26.14% |
| January 31, 2021 | 26.14% |
| December 31, 2020 | 26.14% |
| November 30, 2020 | 26.14% |
| October 31, 2020 | 26.14% |
| September 30, 2020 | 26.14% |
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
26.14%
Minimum
Nov 2019
27.49%
Maximum
Oct 2022
26.75%
Average
26.14%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Heineken NV | 33.86% |
| Heineken Holding NV | 36.48% |
| Sligro Food Group NV | -- |
| ForFarmers NV | -- |
| JDE Peets NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8643 |
| Beta (5Y) | 0.5009 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.63% |
| Historical Sharpe Ratio (5Y) | 0.3734 |
| Historical Sortino (5Y) | 0.6853 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.92% |