ADT Inc (ADT)
7.54
-0.01
(-0.13%)
USD |
NYSE |
Nov 21, 16:00
7.51
-0.03
(-0.40%)
After-Hours: 20:00
ADT Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| The GEO Group Inc | 77.74% |
| Ameriguard Security Services Inc | 98.89% |
| Wealthcraft Capital Inc | 99.33% |
| Blue Line Protection Group Inc | 99.92% |
| Compx International Inc | 43.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.69 |
| Beta (5Y) | 1.517 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.76% |
| Historical Sharpe Ratio (5Y) | -0.0022 |
| Historical Sortino (5Y) | -0.0038 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.88% |