AIB Group PLC (AIBRF)

5.685 +0.03 (+0.53%) USD  |  OTCM  |  Dec 13, 16:00
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AIB Group Max Drawdown (5Y): 99.72% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Aon PLC 38.73%
Permanent TSB Group Holdings PLC 91.73%
Bank of Cyprus Holdings PLC 99.95%
Bank of Ireland Group PLC 86.09%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -74.90
Beta (5Y) 1.377
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 70.82%
Historical Sharpe Ratio (5Y) -0.7978
Historical Sortino (5Y) -0.7658
Monthly Value at Risk (VaR) 5% (5Y Lookback) 26.14%