National Bank of Greece SA (NBGIF)
9.045
-0.18
(-1.90%)
USD |
OTCM |
May 22, 16:00
National Bank of Greece Max Drawdown (5Y): 99.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.53% |
March 31, 2024 | 99.54% |
February 29, 2024 | 99.61% |
January 31, 2024 | 99.65% |
December 31, 2023 | 99.70% |
November 30, 2023 | 99.81% |
October 31, 2023 | 99.84% |
September 30, 2023 | 99.84% |
August 31, 2023 | 99.85% |
July 31, 2023 | 99.85% |
June 30, 2023 | 99.85% |
May 31, 2023 | 99.85% |
April 30, 2023 | 99.85% |
March 31, 2023 | 99.85% |
February 28, 2023 | 99.85% |
January 31, 2023 | 99.85% |
December 31, 2022 | 99.85% |
November 30, 2022 | 99.85% |
October 31, 2022 | 99.85% |
September 30, 2022 | 99.85% |
August 31, 2022 | 99.85% |
July 31, 2022 | 99.85% |
June 30, 2022 | 99.85% |
May 31, 2022 | 99.85% |
April 30, 2022 | 99.85% |
Date | Value |
---|---|
March 31, 2022 | 99.85% |
February 28, 2022 | 99.85% |
January 31, 2022 | 99.85% |
December 31, 2021 | 99.85% |
November 30, 2021 | 99.85% |
October 31, 2021 | 99.85% |
September 30, 2021 | 99.85% |
August 31, 2021 | 99.85% |
July 31, 2021 | 99.85% |
June 30, 2021 | 99.85% |
May 31, 2021 | 99.85% |
April 30, 2021 | 99.85% |
March 31, 2021 | 99.85% |
February 28, 2021 | 99.85% |
January 31, 2021 | 99.85% |
December 31, 2020 | 99.85% |
November 30, 2020 | 99.85% |
October 31, 2020 | 99.85% |
September 30, 2020 | 99.85% |
August 31, 2020 | 99.85% |
July 31, 2020 | 99.85% |
June 30, 2020 | 99.85% |
May 31, 2020 | 99.85% |
April 30, 2020 | 99.85% |
March 31, 2020 | 99.85% |
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
99.53%
Minimum
Apr 2024
99.85%
Maximum
May 2019
99.83%
Average
99.85%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.13 |
Beta (5Y) | 1.436 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.16% |
Historical Sharpe Ratio (5Y) | 0.4677 |
Historical Sortino (5Y) | 0.7203 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.22% |