ABN AMRO Bank NV (AAVMY)
15.51
-0.01
(-0.06%)
USD |
OTCM |
Nov 21, 16:00
ABN AMRO Bank Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
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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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
ING Groep NV | 74.47% |
Aegon Ltd | 71.14% |
Euronext NV | -- |
Van Lanschot Kempen NV | -- |
Flow Traders Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.91 |
Beta (5Y) | 1.051 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.89% |
Historical Sharpe Ratio (5Y) | 0.0387 |
Historical Sortino (5Y) | 0.0519 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.01% |