Amadeus IT Group SA (AMADY)
70.73
-0.20
(-0.28%)
USD |
OTCM |
Nov 14, 12:12
Amadeus IT Group Max Drawdown (5Y): 58.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.69% |
| September 30, 2024 | 58.69% |
| August 31, 2024 | 58.69% |
| July 31, 2024 | 58.69% |
| June 30, 2024 | 58.69% |
| May 31, 2024 | 58.69% |
| April 30, 2024 | 58.69% |
| March 31, 2024 | 58.69% |
| February 29, 2024 | 58.69% |
| January 31, 2024 | 58.69% |
| December 31, 2023 | 58.69% |
| November 30, 2023 | 58.69% |
| October 31, 2023 | 58.69% |
| September 30, 2023 | 58.69% |
| August 31, 2023 | 58.69% |
| July 31, 2023 | 58.69% |
| June 30, 2023 | 58.69% |
| May 31, 2023 | 58.69% |
| April 30, 2023 | 58.69% |
| March 31, 2023 | 58.69% |
| February 28, 2023 | 58.69% |
| January 31, 2023 | 58.69% |
| December 31, 2022 | 58.69% |
| November 30, 2022 | 58.69% |
| October 31, 2022 | 58.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.69% |
| August 31, 2022 | 58.69% |
| July 31, 2022 | 58.69% |
| June 30, 2022 | 58.69% |
| May 31, 2022 | 58.69% |
| April 30, 2022 | 58.69% |
| March 31, 2022 | 58.69% |
| February 28, 2022 | 58.69% |
| January 31, 2022 | 58.69% |
| December 31, 2021 | 58.69% |
| November 30, 2021 | 58.69% |
| October 31, 2021 | 58.69% |
| September 30, 2021 | 58.69% |
| August 31, 2021 | 58.69% |
| July 31, 2021 | 58.69% |
| June 30, 2021 | 58.69% |
| May 31, 2021 | 58.69% |
| April 30, 2021 | 58.69% |
| March 31, 2021 | 58.69% |
| February 28, 2021 | 58.69% |
| January 31, 2021 | 58.69% |
| December 31, 2020 | 58.69% |
| November 30, 2020 | 58.69% |
| October 31, 2020 | 58.69% |
| September 30, 2020 | 58.69% |
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
30.46%
Minimum
Nov 2019
58.69%
Maximum
May 2020
56.67%
Average
58.69%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Indra Sistemas SA | 63.96% |
| Global Dominion Access SA | -- |
| Wallbox NV | -- |
| Amper SA | -- |
| Turbo Energy SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.13 |
| Beta (5Y) | 1.318 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.11% |
| Historical Sharpe Ratio (5Y) | -0.0556 |
| Historical Sortino (5Y) | -0.0854 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.34% |