ADT Inc (ADT)

6.83 +0.04 (+0.59%) USD  |  NYSE  |  Dec 20, 16:00
6.83 0.00 (0.00%) Pre-Market: 20:00
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ADT Max Drawdown (5Y): 67.16% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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The GEO Group Inc 77.74%
Ameriguard Security Services Inc 99.51%
Global Digital Solutions Inc 99.94%
Wealthcraft Capital Inc 99.49%
Blue Line Protection Group Inc 99.92%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -22.49
Beta (5Y) 1.490
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.02%
Historical Sharpe Ratio (5Y) -0.0539
Historical Sortino (5Y) -0.0928
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.18%