ADT Inc (ADT)
7.32
+0.07
(+0.97%)
USD |
NYSE |
Nov 04, 16:00
7.33
+0.01
(+0.14%)
Pre-Market: 20:00
ADT Max Drawdown (5Y): 67.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.16% |
| September 30, 2024 | 67.16% |
| August 31, 2024 | 67.16% |
| July 31, 2024 | 67.16% |
| June 30, 2024 | 67.16% |
| May 31, 2024 | 67.16% |
| April 30, 2024 | 67.16% |
| March 31, 2024 | 67.16% |
| February 29, 2024 | 67.16% |
| January 31, 2024 | 67.16% |
| December 31, 2023 | 67.16% |
| November 30, 2023 | 67.16% |
| October 31, 2023 | 67.16% |
| September 30, 2023 | 67.16% |
| August 31, 2023 | 67.16% |
| July 31, 2023 | 67.16% |
| June 30, 2023 | 67.16% |
| May 31, 2023 | 67.16% |
| April 30, 2023 | 67.16% |
| March 31, 2023 | 67.16% |
| February 28, 2023 | 67.16% |
| January 31, 2023 | 67.16% |
| December 31, 2022 | 67.16% |
| November 30, 2022 | 67.16% |
| October 31, 2022 | 67.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.16% |
| August 31, 2022 | 67.16% |
| July 31, 2022 | 67.16% |
| June 30, 2022 | 67.16% |
| May 31, 2022 | 67.16% |
| April 30, 2022 | 67.16% |
| March 31, 2022 | 67.16% |
| February 28, 2022 | 67.16% |
| January 31, 2022 | 67.16% |
| December 31, 2021 | 67.16% |
| November 30, 2021 | 67.16% |
| October 31, 2021 | 67.16% |
| September 30, 2021 | 67.16% |
| August 31, 2021 | 67.16% |
| July 31, 2021 | 67.16% |
| June 30, 2021 | 67.16% |
| May 31, 2021 | 67.16% |
| April 30, 2021 | 67.16% |
| March 31, 2021 | 67.16% |
| February 28, 2021 | 67.16% |
| January 31, 2021 | 67.16% |
| December 31, 2020 | 67.16% |
| November 30, 2020 | 67.16% |
| October 31, 2020 | 67.16% |
| September 30, 2020 | 67.16% |
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
65.20%
Minimum
Nov 2019
67.16%
Maximum
Mar 2020
67.03%
Average
67.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The GEO Group Inc | 77.74% |
| Ameriguard Security Services Inc | 98.22% |
| Global Digital Solutions Inc | 100.00% |
| Wealthcraft Capital Inc | 99.33% |
| Blue Line Protection Group Inc | 99.86% |
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% |