SAP SE (SAPGF)
240.75
+4.15
(+1.75%)
USD |
OTCM |
Apr 09, 10:24
SAP Max Drawdown (5Y): 51.49% for March 31, 2025
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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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Max Drawdown (5Y) Benchmarks
| Northern Data AG | -- |
| Adesso SE | -- |
| Nagarro SE | -- |
| Bechtle AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2559 |
| Beta (5Y) | 1.210 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.51% |
| Historical Sharpe Ratio (5Y) | 0.6646 |
| Historical Sortino (5Y) | 0.9772 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.82% |