Banco Macro SA (BMA)
60.22
+4.11
(+7.32%)
USD |
NYSE |
May 03, 16:00
60.15
-0.07
(-0.12%)
After-Hours: 20:00
Banco Macro Max Drawdown (5Y): 91.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.59% |
March 31, 2024 | 91.59% |
February 29, 2024 | 91.59% |
January 31, 2024 | 91.59% |
December 31, 2023 | 91.59% |
November 30, 2023 | 91.59% |
October 31, 2023 | 91.59% |
September 30, 2023 | 91.59% |
August 31, 2023 | 91.59% |
July 31, 2023 | 91.59% |
June 30, 2023 | 91.59% |
May 31, 2023 | 91.59% |
April 30, 2023 | 91.59% |
March 31, 2023 | 91.59% |
February 28, 2023 | 91.59% |
January 31, 2023 | 91.59% |
December 31, 2022 | 91.59% |
November 30, 2022 | 91.59% |
October 31, 2022 | 91.59% |
September 30, 2022 | 91.59% |
August 31, 2022 | 91.59% |
July 31, 2022 | 91.59% |
June 30, 2022 | 90.66% |
May 31, 2022 | 90.65% |
April 30, 2022 | 90.65% |
Date | Value |
---|---|
March 31, 2022 | 90.65% |
February 28, 2022 | 90.65% |
January 31, 2022 | 90.65% |
December 31, 2021 | 90.65% |
November 30, 2021 | 90.65% |
October 31, 2021 | 90.65% |
September 30, 2021 | 90.65% |
August 31, 2021 | 90.65% |
July 31, 2021 | 90.65% |
June 30, 2021 | 90.65% |
May 31, 2021 | 90.65% |
April 30, 2021 | 90.65% |
March 31, 2021 | 90.65% |
February 28, 2021 | 90.65% |
January 31, 2021 | 90.65% |
December 31, 2020 | 90.65% |
November 30, 2020 | 90.65% |
October 31, 2020 | 90.65% |
September 30, 2020 | 89.36% |
August 31, 2020 | 88.73% |
July 31, 2020 | 88.73% |
June 30, 2020 | 88.73% |
May 31, 2020 | 88.73% |
April 30, 2020 | 88.73% |
March 31, 2020 | 87.92% |
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
73.87%
Minimum
May 2019
91.59%
Maximum
Jul 2022
88.97%
Average
90.65%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Grupo Financiero Galicia SA | 91.70% |
Banco BBVA Argentina SA | 91.57% |
Grupo Supervielle SA | 95.98% |
Banco Hipotecario SA | 0.00% |
Marathon Digital Holdings Inc | 99.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.35 |
Beta (5Y) | 1.839 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.75% |
Historical Sharpe Ratio (5Y) | 0.1292 |
Historical Sortino (5Y) | 0.2048 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.91% |