Swedbank AB (SWDBY)
20.10
+0.04
(+0.20%)
USD |
OTCM |
May 07, 14:46
Swedbank Max Drawdown (5Y): 57.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.05% |
March 31, 2024 | 57.05% |
February 29, 2024 | 57.05% |
January 31, 2024 | 57.05% |
December 31, 2023 | 57.05% |
November 30, 2023 | 57.05% |
October 31, 2023 | 57.05% |
September 30, 2023 | 57.05% |
August 31, 2023 | 57.05% |
July 31, 2023 | 57.05% |
June 30, 2023 | 57.05% |
May 31, 2023 | 57.05% |
April 30, 2023 | 57.05% |
March 31, 2023 | 57.05% |
February 28, 2023 | 57.05% |
January 31, 2023 | 57.05% |
December 31, 2022 | 57.05% |
November 30, 2022 | 57.05% |
October 31, 2022 | 57.05% |
September 30, 2022 | 57.05% |
August 31, 2022 | 57.05% |
July 31, 2022 | 57.05% |
June 30, 2022 | 57.05% |
May 31, 2022 | 57.05% |
April 30, 2022 | 57.05% |
Date | Value |
---|---|
March 31, 2022 | 57.05% |
February 28, 2022 | 57.05% |
January 31, 2022 | 57.05% |
December 31, 2021 | 57.05% |
November 30, 2021 | 57.05% |
October 31, 2021 | 57.05% |
September 30, 2021 | 57.05% |
August 31, 2021 | 57.05% |
July 31, 2021 | 57.05% |
June 30, 2021 | 57.05% |
May 31, 2021 | 57.05% |
April 30, 2021 | 57.05% |
March 31, 2021 | 57.05% |
February 28, 2021 | 57.05% |
January 31, 2021 | 57.05% |
December 31, 2020 | 57.05% |
November 30, 2020 | 57.05% |
October 31, 2020 | 57.05% |
September 30, 2020 | 57.05% |
August 31, 2020 | 57.05% |
July 31, 2020 | 57.05% |
June 30, 2020 | 57.05% |
May 31, 2020 | 57.05% |
April 30, 2020 | 57.05% |
March 31, 2020 | 53.84% |
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
39.45%
Minimum
May 2019
57.05%
Maximum
Apr 2020
54.92%
Average
57.05%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Investor AB | 47.64% |
Svenska Handelsbanken AB | 47.40% |
Skandinaviska Enskilda Banken AB | 46.05% |
Intrum AB | 95.69% |
byNordic Acquisition Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.146 |
Beta (5Y) | 1.010 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.61% |
Historical Sharpe Ratio (5Y) | 0.2055 |
Historical Sortino (5Y) | 0.2979 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.32% |