Grupo Supervielle SA (SUPV)
6.87
+0.36
(+5.53%)
USD |
NYSE |
May 03, 16:00
6.75
-0.12
(-1.75%)
After-Hours: 20:00
Grupo Supervielle Max Drawdown (5Y): 95.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.98% |
March 31, 2024 | 95.98% |
February 29, 2024 | 95.98% |
January 31, 2024 | 95.98% |
December 31, 2023 | 95.98% |
November 30, 2023 | 95.98% |
October 31, 2023 | 95.98% |
September 30, 2023 | 95.98% |
August 31, 2023 | 95.98% |
July 31, 2023 | 95.98% |
June 30, 2023 | 95.98% |
May 31, 2023 | 95.98% |
April 30, 2023 | 95.98% |
March 31, 2023 | 95.98% |
February 28, 2023 | 95.98% |
January 31, 2023 | 95.98% |
December 31, 2022 | 95.98% |
November 30, 2022 | 95.98% |
October 31, 2022 | 95.98% |
September 30, 2022 | 95.98% |
August 31, 2022 | 95.98% |
July 31, 2022 | 95.98% |
June 30, 2022 | 95.65% |
May 31, 2022 | 95.65% |
April 30, 2022 | 95.65% |
Date | Value |
---|---|
March 31, 2022 | 95.65% |
February 28, 2022 | 95.65% |
January 31, 2022 | 95.65% |
December 31, 2021 | 95.65% |
November 30, 2021 | 95.65% |
October 31, 2021 | 95.65% |
September 30, 2021 | 95.65% |
August 31, 2021 | 95.65% |
July 31, 2021 | 95.65% |
June 30, 2021 | 95.65% |
May 31, 2021 | 95.65% |
April 30, 2021 | 95.65% |
March 31, 2021 | 95.65% |
February 28, 2021 | 95.65% |
January 31, 2021 | 95.65% |
December 31, 2020 | 95.65% |
November 30, 2020 | 95.65% |
October 31, 2020 | 95.65% |
September 30, 2020 | 95.65% |
August 31, 2020 | 95.65% |
July 31, 2020 | 95.65% |
June 30, 2020 | 95.65% |
May 31, 2020 | 95.65% |
April 30, 2020 | 95.65% |
March 31, 2020 | 95.65% |
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
84.86%
Minimum
May 2019
95.98%
Maximum
Jul 2022
94.90%
Average
95.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Banco BBVA Argentina SA | 91.57% |
Banco Macro SA | 91.59% |
Grupo Financiero Galicia SA | 91.70% |
Banco Hipotecario SA | 0.00% |
Bit Origin Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.66 |
Beta (5Y) | 2.088 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.71% |
Historical Sharpe Ratio (5Y) | 0.0459 |
Historical Sortino (5Y) | 0.0794 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.76% |