Adams Diversified Equity Fund Inc (ADX)

20.46 -0.03 (-0.15%) USD  |  NYSE  |  Jan 08, 16:00
20.52 +0.06 (+0.29%) After-Hours: 20:00
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ADX Max Drawdown (5Y): 37.17% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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iShares Russell Top 200 ETF 32.71%
iShares Russell 1000 ETF 34.60%
iShares Dow Jones US ETF 34.90%
iShares Morningstar US Equity ETF 35.30%
Vanguard Mega Cap Index Fund ETF 33.07%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.6910
Beta (5Y) 1.013
Alpha (vs YCharts Benchmark) (5Y) 0.691
Beta (vs YCharts Benchmark) (5Y) 1.013
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.02%
Historical Sharpe Ratio (5Y) 0.6453
Historical Sortino (5Y) 0.6972
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.86%