AIB Group PLC (AIBRF)
5.59
+0.22
(+4.10%)
USD |
OTCM |
Nov 13, 16:00
AIB Group Max Drawdown (5Y): 99.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 99.72% |
September 30, 2024 | 99.72% |
August 31, 2024 | 99.72% |
July 31, 2024 | 99.72% |
June 30, 2024 | 99.72% |
May 31, 2024 | 99.72% |
April 30, 2024 | 99.72% |
March 31, 2024 | 99.72% |
February 29, 2024 | 99.72% |
January 31, 2024 | 99.72% |
December 31, 2023 | 99.72% |
November 30, 2023 | 99.72% |
October 31, 2023 | 99.72% |
September 30, 2023 | 99.72% |
August 31, 2023 | 99.72% |
July 31, 2023 | 99.72% |
June 30, 2023 | 99.72% |
May 31, 2023 | 99.72% |
April 30, 2023 | 99.72% |
March 31, 2023 | 99.72% |
February 28, 2023 | 99.72% |
January 31, 2023 | 99.72% |
December 31, 2022 | 99.72% |
November 30, 2022 | 99.72% |
October 31, 2022 | 99.72% |
Date | Value |
---|---|
September 30, 2022 | 99.72% |
August 31, 2022 | 99.72% |
July 31, 2022 | 99.72% |
June 30, 2022 | 99.72% |
May 31, 2022 | 99.72% |
April 30, 2022 | 99.72% |
March 31, 2022 | 99.72% |
February 28, 2022 | 99.72% |
January 31, 2022 | 99.72% |
December 31, 2021 | 99.72% |
November 30, 2021 | 99.72% |
October 31, 2021 | 99.72% |
September 30, 2021 | 99.72% |
August 31, 2021 | 99.72% |
July 31, 2021 | 99.72% |
June 30, 2021 | 99.72% |
May 31, 2021 | 99.72% |
April 30, 2021 | 99.72% |
March 31, 2021 | 99.72% |
February 28, 2021 | 99.72% |
January 31, 2021 | 99.72% |
December 31, 2020 | 87.70% |
November 30, 2020 | 87.70% |
October 31, 2020 | 87.70% |
September 30, 2020 | 87.70% |
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
65.38%
Minimum
Nov 2019
99.72%
Maximum
Jan 2021
95.46%
Average
99.72%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Aon PLC | 38.73% |
Cirmaker Technology Corp | 99.86% |
Permanent TSB Group Holdings PLC | 72.00% |
Bank of Cyprus Holdings PLC | 99.95% |
Bank of Ireland Group PLC | 86.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -74.80 |
Beta (5Y) | 1.374 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.84% |
Historical Sharpe Ratio (5Y) | -0.8055 |
Historical Sortino (5Y) | -0.7812 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.14% |