Adecco Group AG (AHEXY)
17.60
+0.13
(+0.75%)
USD |
OTCM |
May 03, 16:00
Adecco Group Max Drawdown (5Y): 60.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.53% |
March 31, 2024 | 60.53% |
February 29, 2024 | 60.53% |
January 31, 2024 | 60.53% |
December 31, 2023 | 60.53% |
November 30, 2023 | 60.53% |
October 31, 2023 | 60.53% |
September 30, 2023 | 60.53% |
August 31, 2023 | 60.53% |
July 31, 2023 | 60.53% |
June 30, 2023 | 60.53% |
May 31, 2023 | 60.53% |
April 30, 2023 | 60.53% |
March 31, 2023 | 60.53% |
February 28, 2023 | 60.53% |
January 31, 2023 | 60.53% |
December 31, 2022 | 60.53% |
November 30, 2022 | 60.53% |
October 31, 2022 | 60.53% |
September 30, 2022 | 59.90% |
August 31, 2022 | 59.90% |
July 31, 2022 | 59.90% |
June 30, 2022 | 59.90% |
May 31, 2022 | 59.90% |
April 30, 2022 | 59.90% |
Date | Value |
---|---|
March 31, 2022 | 59.90% |
February 28, 2022 | 59.90% |
January 31, 2022 | 59.90% |
December 31, 2021 | 59.90% |
November 30, 2021 | 59.90% |
October 31, 2021 | 59.90% |
September 30, 2021 | 59.90% |
August 31, 2021 | 59.90% |
July 31, 2021 | 59.90% |
June 30, 2021 | 59.90% |
May 31, 2021 | 59.90% |
April 30, 2021 | 59.90% |
March 31, 2021 | 59.90% |
February 28, 2021 | 59.90% |
January 31, 2021 | 59.90% |
December 31, 2020 | 59.90% |
November 30, 2020 | 59.90% |
October 31, 2020 | 59.90% |
September 30, 2020 | 59.90% |
August 31, 2020 | 59.90% |
July 31, 2020 | 59.90% |
June 30, 2020 | 59.90% |
May 31, 2020 | 59.90% |
April 30, 2020 | 59.90% |
March 31, 2020 | 59.90% |
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
45.98%
Minimum
May 2019
60.53%
Maximum
Oct 2022
57.78%
Average
59.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ABB Ltd | 44.04% |
Schindler Holding AG | 53.26% |
SGS AG | 36.89% |
Kuehne + Nagel International AG | 47.20% |
Geberit AG | 50.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.72 |
Beta (5Y) | 1.442 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.58% |
Historical Sharpe Ratio (5Y) | -0.1635 |
Historical Sortino (5Y) | -0.2605 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.00% |