Svenska Handelsbanken AB (SVNLF)
9.128
-0.30
(-3.18%)
USD |
OTCM |
May 21, 10:07
Svenska Handelsbanken Max Drawdown (5Y): 48.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.91% |
March 31, 2024 | 48.91% |
February 29, 2024 | 48.91% |
January 31, 2024 | 48.91% |
December 31, 2023 | 48.91% |
November 30, 2023 | 48.91% |
October 31, 2023 | 48.91% |
September 30, 2023 | 48.91% |
August 31, 2023 | 48.91% |
July 31, 2023 | 48.91% |
June 30, 2023 | 48.91% |
May 31, 2023 | 48.91% |
April 30, 2023 | 48.91% |
March 31, 2023 | 48.91% |
February 28, 2023 | 48.91% |
January 31, 2023 | 48.91% |
December 31, 2022 | 48.91% |
November 30, 2022 | 48.91% |
October 31, 2022 | 48.91% |
September 30, 2022 | 48.91% |
August 31, 2022 | 48.91% |
July 31, 2022 | 48.91% |
June 30, 2022 | 48.91% |
May 31, 2022 | 48.91% |
April 30, 2022 | 48.91% |
Date | Value |
---|---|
March 31, 2022 | 48.91% |
February 28, 2022 | 48.91% |
January 31, 2022 | 48.91% |
December 31, 2021 | 48.91% |
November 30, 2021 | 48.91% |
October 31, 2021 | 48.91% |
September 30, 2021 | 48.91% |
August 31, 2021 | 48.91% |
July 31, 2021 | 48.91% |
June 30, 2021 | 48.91% |
May 31, 2021 | 48.91% |
April 30, 2021 | 48.91% |
March 31, 2021 | 48.91% |
February 28, 2021 | 48.91% |
January 31, 2021 | 48.91% |
December 31, 2020 | 48.91% |
November 30, 2020 | 48.91% |
October 31, 2020 | 48.91% |
September 30, 2020 | 48.91% |
August 31, 2020 | 48.91% |
July 31, 2020 | 48.91% |
June 30, 2020 | 48.91% |
May 31, 2020 | 48.91% |
April 30, 2020 | 48.91% |
March 31, 2020 | 48.91% |
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
29.84%
Minimum
May 2019
48.91%
Maximum
Mar 2020
46.61%
Average
48.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Investor AB | 47.64% |
Swedbank AB | 57.05% |
Skandinaviska Enskilda Banken AB | 46.05% |
byNordic Acquisition Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.81 |
Beta (5Y) | 0.955 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.89% |
Historical Sharpe Ratio (5Y) | -0.0389 |
Historical Sortino (5Y) | -0.0534 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.41% |