SAP SE (SAPGF)
187.08
+2.98
(+1.62%)
USD |
OTCM |
May 07, 11:00
SAP Max Drawdown (5Y): 51.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.49% |
March 31, 2024 | 51.49% |
February 29, 2024 | 51.49% |
January 31, 2024 | 51.49% |
December 31, 2023 | 51.49% |
November 30, 2023 | 51.49% |
October 31, 2023 | 51.49% |
September 30, 2023 | 51.49% |
August 31, 2023 | 51.49% |
July 31, 2023 | 51.49% |
June 30, 2023 | 51.49% |
May 31, 2023 | 51.49% |
April 30, 2023 | 51.49% |
March 31, 2023 | 51.49% |
February 28, 2023 | 51.49% |
January 31, 2023 | 51.49% |
December 31, 2022 | 51.49% |
November 30, 2022 | 51.49% |
October 31, 2022 | 51.49% |
September 30, 2022 | 51.49% |
August 31, 2022 | 47.43% |
July 31, 2022 | 47.06% |
June 30, 2022 | 44.00% |
May 31, 2022 | 43.05% |
April 30, 2022 | 39.50% |
Date | Value |
---|---|
March 31, 2022 | 38.49% |
February 28, 2022 | 38.49% |
January 31, 2022 | 38.49% |
December 31, 2021 | 38.49% |
November 30, 2021 | 38.49% |
October 31, 2021 | 38.49% |
September 30, 2021 | 38.49% |
August 31, 2021 | 38.49% |
July 31, 2021 | 38.49% |
June 30, 2021 | 38.49% |
May 31, 2021 | 38.49% |
April 30, 2021 | 38.49% |
March 31, 2021 | 38.49% |
February 28, 2021 | 38.49% |
January 31, 2021 | 38.49% |
December 31, 2020 | 38.49% |
November 30, 2020 | 38.49% |
October 31, 2020 | 38.49% |
September 30, 2020 | 38.49% |
August 31, 2020 | 38.49% |
July 31, 2020 | 38.49% |
June 30, 2020 | 38.49% |
May 31, 2020 | 38.49% |
April 30, 2020 | 38.49% |
March 31, 2020 | 38.49% |
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
25.73%
Minimum
May 2019
51.49%
Maximum
Sep 2022
41.17%
Average
38.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
voxeljet AG (DELISTED) | 98.75% |
Northern Data AG | -- |
Adesso SE | -- |
Mynaric AG | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.215 |
Beta (5Y) | 1.202 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.29% |
Historical Sharpe Ratio (5Y) | 0.2222 |
Historical Sortino (5Y) | 0.3231 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.86% |