SAP SE (SAPGF)
234.08
+4.90
(+2.14%)
USD |
OTCM |
Nov 14, 16:00
SAP Max Drawdown (5Y): 51.49% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 51.49% |
| August 31, 2024 | 51.49% |
| July 31, 2024 | 51.49% |
| June 30, 2024 | 51.49% |
| May 31, 2024 | 51.49% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
51.49%
Maximum
Sep 2022
43.62%
Average
39.50%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Northern Data AG | -- |
| Adesso SE | -- |
| Nagarro SE | -- |
| Mynaric AG | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.788 |
| Beta (5Y) | 1.203 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.50% |
| Historical Sharpe Ratio (5Y) | 0.4335 |
| Historical Sortino (5Y) | 0.6044 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.71% |