Adyen NV (ADYEY)
13.18
+0.37
(+2.89%)
USD |
OTCM |
Nov 21, 16:02
Adyen 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
| ASML Holding NV | 56.87% |
| NXP Semiconductors NV | 53.27% |
| TomTom NV | 73.09% |
| Nedap NV | 0.00% |
| Elastic NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.71 |
| Beta (5Y) | 2.017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.37% |
| Historical Sharpe Ratio (5Y) | 0.2498 |
| Historical Sortino (5Y) | 0.3786 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.28% |