Adyen NV (ADYYF)
1203.53
+10.53
(+0.88%)
USD |
OTCM |
May 03, 16:00
Adyen Max Drawdown (5Y): 79.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.74% |
March 31, 2024 | 79.74% |
February 29, 2024 | 79.74% |
January 31, 2024 | 79.74% |
December 31, 2023 | 79.74% |
November 30, 2023 | 79.74% |
October 31, 2023 | 79.74% |
September 30, 2023 | 79.74% |
August 31, 2023 | 74.96% |
July 31, 2023 | 64.32% |
June 30, 2023 | 64.32% |
May 31, 2023 | 64.32% |
April 30, 2023 | 64.32% |
March 31, 2023 | 64.32% |
February 28, 2023 | 64.32% |
January 31, 2023 | 64.32% |
December 31, 2022 | 64.32% |
November 30, 2022 | 64.32% |
October 31, 2022 | 64.32% |
September 30, 2022 | 64.32% |
August 31, 2022 | 62.76% |
July 31, 2022 | 62.76% |
June 30, 2022 | 62.76% |
May 31, 2022 | 57.98% |
April 30, 2022 | 53.08% |
Date | Value |
---|---|
March 31, 2022 | 53.08% |
February 28, 2022 | 46.70% |
January 31, 2022 | 46.70% |
December 31, 2021 | 46.70% |
November 30, 2021 | 46.70% |
October 31, 2021 | 46.70% |
September 30, 2021 | 46.70% |
August 31, 2021 | 46.70% |
July 31, 2021 | 46.70% |
June 30, 2021 | 46.70% |
May 31, 2021 | 46.70% |
April 30, 2021 | 46.70% |
March 31, 2021 | 46.70% |
February 28, 2021 | 46.70% |
January 31, 2021 | 46.70% |
December 31, 2020 | 46.70% |
November 30, 2020 | 46.70% |
October 31, 2020 | 46.70% |
September 30, 2020 | 46.70% |
August 31, 2020 | 46.70% |
July 31, 2020 | 46.70% |
June 30, 2020 | 46.70% |
May 31, 2020 | 46.70% |
April 30, 2020 | 46.70% |
March 31, 2020 | 46.70% |
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
46.70%
Minimum
May 2019
79.74%
Maximum
Sep 2023
56.01%
Average
46.70%
Median
May 2019
Max Drawdown (5Y) Benchmarks
ASML Holding NV | 56.87% |
NXP Semiconductors NV | 53.27% |
Nedap NV | 0.00% |
Elastic NV | 74.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.49 |
Beta (5Y) | 1.849 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.37% |
Historical Sharpe Ratio (5Y) | 0.1086 |
Historical Sortino (5Y) | 0.1626 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.95% |