SAP SE (SAP)
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Nov 14, 12:51
SAP Max Drawdown (5Y): 51.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.37% |
| September 30, 2024 | 51.37% |
| August 31, 2024 | 51.37% |
| July 31, 2024 | 51.37% |
| June 30, 2024 | 51.37% |
| May 31, 2024 | 51.37% |
| April 30, 2024 | 51.37% |
| March 31, 2024 | 51.37% |
| February 29, 2024 | 51.37% |
| January 31, 2024 | 51.37% |
| December 31, 2023 | 51.37% |
| November 30, 2023 | 51.37% |
| October 31, 2023 | 51.37% |
| September 30, 2023 | 51.37% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
42.70%
Average
42.02%
Median
Max Drawdown (5Y) Benchmarks
| 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) | -4.601 |
| Beta (5Y) | 1.247 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.17% |
| Historical Sharpe Ratio (5Y) | 0.3686 |
| Historical Sortino (5Y) | 0.5168 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.94% |