ABN AMRO Bank NV (AAVMY)

15.25 +0.07 (+0.46%) USD  |  OTCM  |  Dec 20, 16:00
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ABN AMRO Bank Max Drawdown (5Y): 69.46% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ING Groep NV 74.47%
Aegon Ltd 71.14%
Van Lanschot Kempen NV --
Flow Traders Ltd --
Coincheck Group NV --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.53
Beta (5Y) 1.037
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.97%
Historical Sharpe Ratio (5Y) 0.0539
Historical Sortino (5Y) 0.0731
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.01%