Credicorp Ltd (BAP)
167.02
-0.72
(-0.43%)
USD |
NYSE |
Apr 26, 16:00
167.02
0.00 (0.00%)
After-Hours: 18:58
Credicorp Max Drawdown (5Y): 59.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 59.32% |
February 29, 2024 | 59.32% |
January 31, 2024 | 59.32% |
December 31, 2023 | 59.32% |
November 30, 2023 | 59.32% |
October 31, 2023 | 59.32% |
September 30, 2023 | 59.32% |
August 31, 2023 | 59.32% |
July 31, 2023 | 59.32% |
June 30, 2023 | 59.32% |
May 31, 2023 | 59.32% |
April 30, 2023 | 59.32% |
March 31, 2023 | 59.32% |
February 28, 2023 | 59.32% |
January 31, 2023 | 59.32% |
December 31, 2022 | 59.32% |
November 30, 2022 | 59.32% |
October 31, 2022 | 59.32% |
September 30, 2022 | 59.32% |
August 31, 2022 | 59.32% |
July 31, 2022 | 59.32% |
June 30, 2022 | 59.32% |
May 31, 2022 | 59.32% |
April 30, 2022 | 59.32% |
March 31, 2022 | 59.32% |
Date | Value |
---|---|
February 28, 2022 | 59.32% |
January 31, 2022 | 59.32% |
December 31, 2021 | 59.32% |
November 30, 2021 | 59.32% |
October 31, 2021 | 59.32% |
September 30, 2021 | 59.32% |
August 31, 2021 | 59.32% |
July 31, 2021 | 55.51% |
June 30, 2021 | 50.24% |
May 31, 2021 | 50.24% |
April 30, 2021 | 50.24% |
March 31, 2021 | 50.24% |
February 28, 2021 | 50.24% |
January 31, 2021 | 50.24% |
December 31, 2020 | 50.24% |
November 30, 2020 | 50.24% |
October 31, 2020 | 49.67% |
September 30, 2020 | 48.62% |
August 31, 2020 | 48.62% |
July 31, 2020 | 48.62% |
June 30, 2020 | 48.62% |
May 31, 2020 | 48.62% |
April 30, 2020 | 48.62% |
March 31, 2020 | 48.62% |
February 29, 2020 | 48.00% |
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
48.00%
Minimum
Apr 2019
59.32%
Maximum
Aug 2021
54.56%
Average
59.32%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Intercorp Financial Services Inc | -- |
American Financial Group Inc | 58.98% |
Flushing Financial Corp | 67.05% |
Sandy Spring Bancorp Inc | 59.16% |
XP Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.85 |
Beta (5Y) | 1.132 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.16% |
Historical Sharpe Ratio (5Y) | -0.133 |
Historical Sortino (5Y) | -0.223 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.07% |