ADT Inc (ADT)
8.17
-0.04
(-0.49%)
USD |
NYSE |
Mar 26, 16:00
8.16
-0.01
(-0.12%)
After-Hours: 20:00
ADT Max Drawdown (5Y): 67.16% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| 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) | -17.83 |
| Beta (5Y) | 1.584 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.03% |
| Historical Sharpe Ratio (5Y) | 0.1097 |
| Historical Sortino (5Y) | 0.2234 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.57% |