Shinhan Financial Group Co Ltd (SHG)
33.95
-0.91
(-2.61%)
USD |
NYSE |
May 07, 16:00
33.95
0.00 (0.00%)
After-Hours: 16:23
Shinhan Financial Group Max Drawdown (5Y): 62.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.73% |
March 31, 2024 | 62.73% |
February 29, 2024 | 62.73% |
January 31, 2024 | 62.73% |
December 31, 2023 | 62.73% |
November 30, 2023 | 62.73% |
October 31, 2023 | 62.73% |
September 30, 2023 | 62.73% |
August 31, 2023 | 62.73% |
July 31, 2023 | 62.73% |
June 30, 2023 | 62.73% |
May 31, 2023 | 62.73% |
April 30, 2023 | 62.73% |
March 31, 2023 | 62.73% |
February 28, 2023 | 62.73% |
January 31, 2023 | 62.73% |
December 31, 2022 | 62.73% |
November 30, 2022 | 62.73% |
October 31, 2022 | 62.73% |
September 30, 2022 | 62.73% |
August 31, 2022 | 62.73% |
July 31, 2022 | 62.73% |
June 30, 2022 | 62.73% |
May 31, 2022 | 62.73% |
April 30, 2022 | 62.73% |
Date | Value |
---|---|
March 31, 2022 | 62.73% |
February 28, 2022 | 62.73% |
January 31, 2022 | 62.73% |
December 31, 2021 | 62.73% |
November 30, 2021 | 62.73% |
October 31, 2021 | 62.73% |
September 30, 2021 | 62.73% |
August 31, 2021 | 62.73% |
July 31, 2021 | 62.73% |
June 30, 2021 | 62.73% |
May 31, 2021 | 62.73% |
April 30, 2021 | 62.73% |
March 31, 2021 | 62.73% |
February 28, 2021 | 62.73% |
January 31, 2021 | 62.73% |
December 31, 2020 | 62.73% |
November 30, 2020 | 62.73% |
October 31, 2020 | 62.73% |
September 30, 2020 | 62.73% |
August 31, 2020 | 62.73% |
July 31, 2020 | 62.73% |
June 30, 2020 | 62.73% |
May 31, 2020 | 62.73% |
April 30, 2020 | 62.73% |
March 31, 2020 | 62.73% |
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
40.53%
Minimum
May 2019
62.73%
Maximum
Mar 2020
59.06%
Average
62.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
HDFC Bank Ltd | 54.28% |
KB Financial Group Inc | 64.13% |
Woori Financial Group Inc | 69.16% |
ICICI Bank Ltd | 55.05% |
Dunxin Financial Holdings Ltd | 99.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.40 |
Beta (5Y) | 0.9037 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.55% |
Historical Sharpe Ratio (5Y) | -0.0421 |
Historical Sortino (5Y) | -0.0599 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.92% |