HDFC Bank Ltd (HDB)
59.10
+0.96
(+1.65%)
USD |
NYSE |
May 02, 12:08
HDFC Bank Max Drawdown (5Y): 54.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.28% |
March 31, 2024 | 54.28% |
February 29, 2024 | 54.28% |
January 31, 2024 | 54.28% |
December 31, 2023 | 54.28% |
November 30, 2023 | 54.28% |
October 31, 2023 | 54.28% |
September 30, 2023 | 54.28% |
August 31, 2023 | 54.28% |
July 31, 2023 | 54.28% |
June 30, 2023 | 54.28% |
May 31, 2023 | 54.28% |
April 30, 2023 | 54.28% |
March 31, 2023 | 54.28% |
February 28, 2023 | 54.28% |
January 31, 2023 | 54.28% |
December 31, 2022 | 54.28% |
November 30, 2022 | 54.28% |
October 31, 2022 | 54.28% |
September 30, 2022 | 54.28% |
August 31, 2022 | 54.28% |
July 31, 2022 | 54.28% |
June 30, 2022 | 54.28% |
May 31, 2022 | 54.28% |
April 30, 2022 | 54.28% |
Date | Value |
---|---|
March 31, 2022 | 54.28% |
February 28, 2022 | 54.28% |
January 31, 2022 | 54.28% |
December 31, 2021 | 54.28% |
November 30, 2021 | 54.28% |
October 31, 2021 | 54.28% |
September 30, 2021 | 54.28% |
August 31, 2021 | 54.28% |
July 31, 2021 | 54.28% |
June 30, 2021 | 54.28% |
May 31, 2021 | 54.28% |
April 30, 2021 | 54.28% |
March 31, 2021 | 54.28% |
February 28, 2021 | 54.28% |
January 31, 2021 | 54.28% |
December 31, 2020 | 54.28% |
November 30, 2020 | 54.28% |
October 31, 2020 | 54.28% |
September 30, 2020 | 54.28% |
August 31, 2020 | 54.28% |
July 31, 2020 | 54.28% |
June 30, 2020 | 54.28% |
May 31, 2020 | 54.28% |
April 30, 2020 | 54.28% |
March 31, 2020 | 54.28% |
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
22.68%
Minimum
May 2019
54.28%
Maximum
Mar 2020
49.02%
Average
54.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ICICI Bank Ltd | 55.05% |
Dunxin Financial Holdings Ltd | 99.32% |
Mitsubishi UFJ Financial Group Inc | 54.49% |
Shinhan Financial Group Co Ltd | 62.73% |
CNFinance Holdings Ltd | 82.24% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.74 |
Beta (5Y) | 0.8452 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.40% |
Historical Sharpe Ratio (5Y) | -0.0408 |
Historical Sortino (5Y) | -0.0601 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.48% |