Bank of Ireland Group PLC (BKRIY)
10.58
-0.11
(-1.03%)
USD |
OTCM |
Jun 13, 16:00
Bank of Ireland Group Max Drawdown (5Y): 86.09% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 86.09% |
April 30, 2024 | 86.09% |
March 31, 2024 | 86.09% |
February 29, 2024 | 86.09% |
January 31, 2024 | 86.09% |
December 31, 2023 | 86.09% |
November 30, 2023 | 86.09% |
October 31, 2023 | 86.09% |
September 30, 2023 | 86.09% |
August 31, 2023 | 86.09% |
July 31, 2023 | 86.09% |
June 30, 2023 | 86.09% |
May 31, 2023 | 86.09% |
April 30, 2023 | 86.09% |
March 31, 2023 | 86.09% |
February 28, 2023 | 86.09% |
January 31, 2023 | 86.09% |
December 31, 2022 | 86.09% |
November 30, 2022 | 86.09% |
October 31, 2022 | 86.09% |
September 30, 2022 | 86.09% |
August 31, 2022 | 86.09% |
July 31, 2022 | 86.09% |
June 30, 2022 | 86.09% |
May 31, 2022 | 86.09% |
Date | Value |
---|---|
April 30, 2022 | 86.09% |
March 31, 2022 | 86.09% |
February 28, 2022 | 86.09% |
January 31, 2022 | 86.09% |
December 31, 2021 | 86.09% |
November 30, 2021 | 86.09% |
October 31, 2021 | 86.09% |
September 30, 2021 | 86.09% |
August 31, 2021 | 86.09% |
July 31, 2021 | 86.09% |
June 30, 2021 | 86.09% |
May 31, 2021 | 86.09% |
April 30, 2021 | 86.09% |
March 31, 2021 | 86.09% |
February 28, 2021 | 86.09% |
January 31, 2021 | 86.09% |
December 31, 2020 | 86.09% |
November 30, 2020 | 86.09% |
October 31, 2020 | 86.09% |
September 30, 2020 | 86.09% |
August 31, 2020 | 86.09% |
July 31, 2020 | 86.09% |
June 30, 2020 | 86.09% |
May 31, 2020 | 86.09% |
April 30, 2020 | 86.09% |
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
49.18%
Minimum
Jun 2019
86.09%
Maximum
Apr 2020
82.44%
Average
86.09%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Aon PLC | 38.73% |
Permanent TSB Group Holdings PLC | 90.93% |
Bank of Cyprus Holdings PLC | 99.95% |
AIB Group PLC | 81.55% |
FBD Holdings PLC | 29.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.291 |
Beta (5Y) | 1.074 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.82% |
Historical Sharpe Ratio (5Y) | 0.309 |
Historical Sortino (5Y) | 0.4156 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.52% |