ABN AMRO Bank NV (ABMRF)
16.50
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
ABN AMRO Bank Max Drawdown (5Y): 79.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.03% |
| March 31, 2024 | 79.03% |
| February 29, 2024 | 79.03% |
| January 31, 2024 | 79.03% |
| December 31, 2023 | 79.03% |
| November 30, 2023 | 79.03% |
| October 31, 2023 | 79.03% |
| September 30, 2023 | 79.03% |
| August 31, 2023 | 79.03% |
| July 31, 2023 | 79.03% |
| June 30, 2023 | 79.03% |
| May 31, 2023 | 79.03% |
| April 30, 2023 | 79.03% |
| March 31, 2023 | 79.03% |
| February 28, 2023 | 79.03% |
| January 31, 2023 | 79.03% |
| December 31, 2022 | 79.03% |
| November 30, 2022 | 79.03% |
| October 31, 2022 | 79.03% |
| September 30, 2022 | 79.03% |
| August 31, 2022 | 79.03% |
| July 31, 2022 | 79.03% |
| June 30, 2022 | 79.03% |
| May 31, 2022 | 79.03% |
| April 30, 2022 | 79.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 79.03% |
| February 28, 2022 | 79.03% |
| January 31, 2022 | 79.03% |
| December 31, 2021 | 79.03% |
| November 30, 2021 | 79.03% |
| October 31, 2021 | 79.03% |
| September 30, 2021 | 79.03% |
| August 31, 2021 | 79.03% |
| July 31, 2021 | 79.03% |
| June 30, 2021 | 79.03% |
| May 31, 2021 | 79.03% |
| April 30, 2021 | 79.03% |
| March 31, 2021 | 79.03% |
| February 28, 2021 | 79.03% |
| January 31, 2021 | 79.03% |
| December 31, 2020 | 79.03% |
| November 30, 2020 | 79.03% |
| October 31, 2020 | 79.03% |
| September 30, 2020 | 79.03% |
| August 31, 2020 | 79.03% |
| July 31, 2020 | 79.03% |
| June 30, 2020 | 79.03% |
| May 31, 2020 | 79.03% |
| April 30, 2020 | 79.03% |
| March 31, 2020 | 76.21% |
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
37.35%
Minimum
May 2019
79.03%
Maximum
Apr 2020
72.95%
Average
79.03%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| ING Groep NV | 74.47% |
| Aegon Ltd | 71.14% |
| NN Group NV | 50.33% |
| Euronext NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.338 |
| Beta (5Y) | 0.4646 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.85% |
| Historical Sharpe Ratio (5Y) | -0.0737 |
| Historical Sortino (5Y) | -0.0949 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.59% |