SAP SE (SAP)
132.65
+1.49
(+1.14%)
USD |
NYSE |
Sep 22, 16:00
132.66
+0.01
(+0.01%)
After-Hours: 20:00
SAP Max Drawdown (5Y): 51.37% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2023 | 51.37% |
| July 31, 2023 | 51.37% |
| June 30, 2023 | 51.37% |
| May 31, 2023 | 51.37% |
| April 30, 2023 | 51.37% |
| March 31, 2023 | 51.37% |
| February 28, 2023 | 51.37% |
| January 31, 2023 | 51.37% |
| December 31, 2022 | 51.37% |
| November 30, 2022 | 51.37% |
| October 31, 2022 | 51.37% |
| September 30, 2022 | 51.37% |
| August 31, 2022 | 48.22% |
| July 31, 2022 | 47.50% |
| June 30, 2022 | 44.46% |
| May 31, 2022 | 43.91% |
| April 30, 2022 | 40.13% |
| March 31, 2022 | 37.39% |
| February 28, 2022 | 37.39% |
| January 31, 2022 | 37.39% |
| December 31, 2021 | 37.39% |
| November 30, 2021 | 37.39% |
| October 31, 2021 | 37.39% |
| September 30, 2021 | 37.39% |
| August 31, 2021 | 37.39% |
| Date | Value |
|---|---|
| July 31, 2021 | 37.39% |
| June 30, 2021 | 37.39% |
| May 31, 2021 | 37.39% |
| April 30, 2021 | 37.39% |
| March 31, 2021 | 37.39% |
| February 28, 2021 | 37.39% |
| January 31, 2021 | 37.39% |
| December 31, 2020 | 37.39% |
| November 30, 2020 | 37.39% |
| October 31, 2020 | 36.79% |
| September 30, 2020 | 32.85% |
| August 31, 2020 | 32.85% |
| July 31, 2020 | 32.85% |
| June 30, 2020 | 32.85% |
| May 31, 2020 | 32.85% |
| April 30, 2020 | 32.85% |
| March 31, 2020 | 32.85% |
| February 29, 2020 | 24.97% |
| January 31, 2020 | 24.97% |
| December 31, 2019 | 24.97% |
| November 30, 2019 | 24.97% |
| October 31, 2019 | 25.71% |
| September 30, 2019 | 25.71% |
| August 31, 2019 | 25.71% |
| July 31, 2019 | 25.71% |
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
24.97%
Minimum
Nov 2019
51.37%
Maximum
Sep 2022
36.71%
Average
37.39%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| NVIDIA Corp | 66.34% |
| voxeljet AG | 96.81% |
| Oracle Corp | 40.36% |
| VIA optronics AG | -- |
| Mynaric AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.952 |
| Beta (5Y) | 1.177 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.13% |
| Historical Sharpe Ratio (5Y) | 0.2747 |
| Historical Sortino (5Y) | 0.3893 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.80% |