Banco Santander SA (BCDRF)
5.45
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Banco Santander Max Drawdown (5Y): 73.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 73.43% |
| February 29, 2024 | 73.43% |
| January 31, 2024 | 73.43% |
| December 31, 2023 | 73.43% |
| November 30, 2023 | 73.43% |
| October 31, 2023 | 73.43% |
| September 30, 2023 | 73.43% |
| August 31, 2023 | 73.43% |
| July 31, 2023 | 73.43% |
| June 30, 2023 | 73.43% |
| May 31, 2023 | 73.43% |
| April 30, 2023 | 73.43% |
| March 31, 2023 | 73.43% |
| February 28, 2023 | 73.43% |
| January 31, 2023 | 73.43% |
| December 31, 2022 | 73.43% |
| November 30, 2022 | 73.43% |
| October 31, 2022 | 73.43% |
| September 30, 2022 | 73.43% |
| August 31, 2022 | 73.43% |
| July 31, 2022 | 73.43% |
| June 30, 2022 | 73.43% |
| May 31, 2022 | 73.43% |
| April 30, 2022 | 73.43% |
| March 31, 2022 | 73.43% |
| Date | Value |
|---|---|
| February 28, 2022 | 73.43% |
| January 31, 2022 | 73.43% |
| December 31, 2021 | 73.43% |
| November 30, 2021 | 73.43% |
| October 31, 2021 | 73.43% |
| September 30, 2021 | 73.43% |
| August 31, 2021 | 73.43% |
| July 31, 2021 | 73.43% |
| June 30, 2021 | 73.43% |
| May 31, 2021 | 73.43% |
| April 30, 2021 | 73.43% |
| March 31, 2021 | 73.43% |
| February 28, 2021 | 73.43% |
| January 31, 2021 | 73.43% |
| December 31, 2020 | 73.43% |
| November 30, 2020 | 73.43% |
| October 31, 2020 | 73.43% |
| September 30, 2020 | 73.43% |
| August 31, 2020 | 71.56% |
| July 31, 2020 | 71.56% |
| June 30, 2020 | 71.56% |
| May 31, 2020 | 71.56% |
| April 30, 2020 | 69.12% |
| March 31, 2020 | 69.12% |
| February 29, 2020 | 62.51% |
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
62.51%
Minimum
Apr 2019
73.43%
Maximum
Sep 2020
71.16%
Average
73.43%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Banco Bilbao Vizcaya Argentaria SA | 69.72% |
| Bankinter SA | 70.95% |
| Mapfre SA | 89.92% |
| CaixaBank SA | 69.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.36 |
| Beta (5Y) | 0.9483 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.24% |
| Historical Sharpe Ratio (5Y) | 0.0226 |
| Historical Sortino (5Y) | 0.0391 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.48% |