SAP SE (SAP)

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SAP Max Drawdown (5Y): 51.37% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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International Business Machines Corp 40.20%
Microsoft Corp 37.14%
Oracle Corp 40.36%
Sequans Communications SA 96.23%
Mynaric AG --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.225
Beta (5Y) 1.234
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.19%
Historical Sharpe Ratio (5Y) 0.3609
Historical Sortino (5Y) 0.5057
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.94%