Banco De Chile (BCH)
22.45
+0.26
(+1.17%)
USD |
NYSE |
May 03, 16:00
22.46
+0.01
(+0.04%)
After-Hours: 20:00
Banco De Chile Max Drawdown (5Y): 57.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.70% |
March 31, 2024 | 57.70% |
February 29, 2024 | 57.70% |
January 31, 2024 | 57.70% |
December 31, 2023 | 57.70% |
November 30, 2023 | 57.70% |
October 31, 2023 | 57.70% |
September 30, 2023 | 57.70% |
August 31, 2023 | 57.70% |
July 31, 2023 | 57.70% |
June 30, 2023 | 57.70% |
May 31, 2023 | 57.70% |
April 30, 2023 | 57.70% |
March 31, 2023 | 57.70% |
February 28, 2023 | 57.70% |
January 31, 2023 | 57.70% |
December 31, 2022 | 57.70% |
November 30, 2022 | 57.70% |
October 31, 2022 | 57.70% |
September 30, 2022 | 57.70% |
August 31, 2022 | 57.70% |
July 31, 2022 | 57.70% |
June 30, 2022 | 57.70% |
May 31, 2022 | 57.70% |
April 30, 2022 | 57.70% |
Date | Value |
---|---|
March 31, 2022 | 57.70% |
February 28, 2022 | 57.70% |
January 31, 2022 | 57.70% |
December 31, 2021 | 57.70% |
November 30, 2021 | 57.70% |
October 31, 2021 | 57.70% |
September 30, 2021 | 57.70% |
August 31, 2021 | 57.70% |
July 31, 2021 | 57.70% |
June 30, 2021 | 57.70% |
May 31, 2021 | 57.70% |
April 30, 2021 | 57.70% |
March 31, 2021 | 57.70% |
February 28, 2021 | 57.70% |
January 31, 2021 | 57.70% |
December 31, 2020 | 57.70% |
November 30, 2020 | 57.70% |
October 31, 2020 | 57.70% |
September 30, 2020 | 57.70% |
August 31, 2020 | 57.70% |
July 31, 2020 | 57.70% |
June 30, 2020 | 57.70% |
May 31, 2020 | 57.70% |
April 30, 2020 | 57.70% |
March 31, 2020 | 57.70% |
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
33.46%
Minimum
May 2019
57.70%
Maximum
Mar 2020
54.07%
Average
57.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Banco Santander Chile | 63.90% |
East West Bancorp Inc | 67.67% |
Grupo Financiero Galicia SA | 91.70% |
Freedom Holding Corp | 45.93% |
Cleanspark Inc | 98.56% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.735 |
Beta (5Y) | 0.4042 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.57% |
Historical Sharpe Ratio (5Y) | -0.0402 |
Historical Sortino (5Y) | -0.0635 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.10% |