Raiffeisen Bank International AG (RAIFY)
4.395
-0.14
(-3.15%)
USD |
OTCM |
May 03, 16:00
Raiffeisen Bank International Max Drawdown (5Y): 74.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.16% |
March 31, 2024 | 74.16% |
February 29, 2024 | 74.16% |
January 31, 2024 | 74.16% |
December 31, 2023 | 74.16% |
November 30, 2023 | 74.16% |
October 31, 2023 | 74.16% |
September 30, 2023 | 74.16% |
August 31, 2023 | 74.16% |
July 31, 2023 | 74.16% |
June 30, 2023 | 74.16% |
May 31, 2023 | 74.16% |
April 30, 2023 | 74.16% |
March 31, 2023 | 74.16% |
February 28, 2023 | 74.16% |
January 31, 2023 | 74.16% |
December 31, 2022 | 74.16% |
November 30, 2022 | 74.16% |
October 31, 2022 | 74.16% |
September 30, 2022 | 74.16% |
August 31, 2022 | 74.16% |
July 31, 2022 | 74.16% |
June 30, 2022 | 72.72% |
May 31, 2022 | 72.41% |
April 30, 2022 | 72.41% |
Date | Value |
---|---|
March 31, 2022 | 70.56% |
February 28, 2022 | 70.10% |
January 31, 2022 | 70.10% |
December 31, 2021 | 70.10% |
November 30, 2021 | 70.10% |
October 31, 2021 | 70.10% |
September 30, 2021 | 70.10% |
August 31, 2021 | 70.10% |
July 31, 2021 | 70.10% |
June 30, 2021 | 70.10% |
May 31, 2021 | 71.04% |
April 30, 2021 | 71.04% |
March 31, 2021 | 71.04% |
February 28, 2021 | 73.10% |
January 31, 2021 | 73.10% |
December 31, 2020 | 74.54% |
November 30, 2020 | 78.60% |
October 31, 2020 | 78.60% |
September 30, 2020 | 78.60% |
August 31, 2020 | 78.60% |
July 31, 2020 | 78.60% |
June 30, 2020 | 79.45% |
May 31, 2020 | 79.45% |
April 30, 2020 | 79.45% |
March 31, 2020 | 79.45% |
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
70.10%
Minimum
Jun 2021
80.71%
Maximum
May 2019
74.95%
Average
74.16%
Median
Jul 2022
Max Drawdown (5Y) Benchmarks
Erste Group Bank AG. | 64.04% |
Vienna Insurance Group AG | 55.91% |
Addiko Bank AG | -- |
Bawag Group AG | 52.89% |
Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.42 |
Beta (5Y) | 1.610 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.93% |
Historical Sharpe Ratio (5Y) | -0.0997 |
Historical Sortino (5Y) | -0.1236 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.77% |