SAP SE (SAP)

298.74 +2.33 (+0.79%) USD  |  NYSE  |  May 19, 16:00
299.94 +1.20 (+0.40%) Pre-Market: 20:00
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SAP Max Drawdown (5Y): 51.37% for April 30, 2025

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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Microsoft Corp 37.14%
Infineon Technologies AG 55.54%
Salesforce Inc 58.62%
International Business Machines Corp 31.33%
Northern Data AG --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.652
Beta (5Y) 1.348
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.82%
Historical Sharpe Ratio (5Y) 0.6622
Historical Sortino (5Y) 0.9569
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.95%