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% |