Adtran Networks SE (ADVOF)
21.57
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Adtran Networks Max Drawdown (5Y): 63.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.10% |
March 31, 2024 | 63.10% |
February 29, 2024 | 63.10% |
January 31, 2024 | 63.10% |
December 31, 2023 | 63.10% |
November 30, 2023 | 63.10% |
October 31, 2023 | 63.10% |
September 30, 2023 | 63.10% |
August 31, 2023 | 63.10% |
July 31, 2023 | 63.10% |
June 30, 2023 | 63.10% |
May 31, 2023 | 63.10% |
April 30, 2023 | 63.10% |
March 31, 2023 | 63.10% |
February 28, 2023 | 63.10% |
January 31, 2023 | 63.10% |
December 31, 2022 | 63.10% |
November 30, 2022 | 63.10% |
October 31, 2022 | 63.10% |
September 30, 2022 | 63.10% |
August 31, 2022 | 63.10% |
July 31, 2022 | 63.10% |
June 30, 2022 | 63.10% |
May 31, 2022 | 63.10% |
April 30, 2022 | 63.10% |
Date | Value |
---|---|
March 31, 2022 | 63.10% |
February 28, 2022 | 63.10% |
January 31, 2022 | 63.10% |
December 31, 2021 | 63.10% |
November 30, 2021 | 63.10% |
October 31, 2021 | 63.10% |
September 30, 2021 | 63.10% |
August 31, 2021 | 63.10% |
July 31, 2021 | 63.10% |
June 30, 2021 | 63.10% |
May 31, 2021 | 63.10% |
April 30, 2021 | 63.10% |
March 31, 2021 | 63.10% |
February 28, 2021 | 63.10% |
January 31, 2021 | 63.10% |
December 31, 2020 | 63.10% |
November 30, 2020 | 63.10% |
October 31, 2020 | 63.10% |
September 30, 2020 | 63.10% |
August 31, 2020 | 63.10% |
July 31, 2020 | 63.10% |
June 30, 2020 | 63.10% |
May 31, 2020 | 63.10% |
April 30, 2020 | 63.10% |
March 31, 2020 | 63.10% |
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
58.13%
Minimum
Oct 2019
63.92%
Maximum
May 2019
62.67%
Average
63.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SAP SE | 51.37% |
voxeljet AG (DELISTED) | 98.75% |
Northern Data AG | -- |
Adesso SE | -- |
Mynaric AG | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.280 |
Beta (5Y) | 0.8379 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.72% |
Historical Sharpe Ratio (5Y) | 0.4933 |
Historical Sortino (5Y) | 0.7448 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.81% |