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May 19, 16:00
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Pre-Market: 20:00
SAP Max Drawdown (5Y): 51.37% for April 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
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% |