Banco De Chile (BCH)
23.40
+0.02
(+0.06%)
USD |
NYSE |
Nov 21, 16:00
23.40
0.00 (0.00%)
After-Hours: 20:00
Banco De Chile Max Drawdown (5Y): 57.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.70% |
| September 30, 2024 | 57.70% |
| August 31, 2024 | 57.70% |
| July 31, 2024 | 57.70% |
| June 30, 2024 | 57.70% |
| May 31, 2024 | 57.70% |
| April 30, 2024 | 57.70% |
| March 31, 2024 | 57.70% |
| February 29, 2024 | 57.70% |
| January 31, 2024 | 57.70% |
| December 31, 2023 | 57.70% |
| November 30, 2023 | 57.70% |
| October 31, 2023 | 57.70% |
| September 30, 2023 | 57.70% |
| August 31, 2023 | 57.70% |
| July 31, 2023 | 57.70% |
| June 30, 2023 | 57.70% |
| May 31, 2023 | 57.70% |
| April 30, 2023 | 57.70% |
| March 31, 2023 | 57.70% |
| February 28, 2023 | 57.70% |
| January 31, 2023 | 57.70% |
| December 31, 2022 | 57.70% |
| November 30, 2022 | 57.70% |
| October 31, 2022 | 57.70% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.70% |
| August 31, 2022 | 57.70% |
| July 31, 2022 | 57.70% |
| June 30, 2022 | 57.70% |
| May 31, 2022 | 57.70% |
| April 30, 2022 | 57.70% |
| March 31, 2022 | 57.70% |
| February 28, 2022 | 57.70% |
| January 31, 2022 | 57.70% |
| December 31, 2021 | 57.70% |
| November 30, 2021 | 57.70% |
| October 31, 2021 | 57.70% |
| September 30, 2021 | 57.70% |
| August 31, 2021 | 57.70% |
| July 31, 2021 | 57.70% |
| June 30, 2021 | 57.70% |
| May 31, 2021 | 57.70% |
| April 30, 2021 | 57.70% |
| March 31, 2021 | 57.70% |
| February 28, 2021 | 57.70% |
| January 31, 2021 | 57.70% |
| December 31, 2020 | 57.70% |
| November 30, 2020 | 57.70% |
| October 31, 2020 | 57.70% |
| September 30, 2020 | 57.70% |
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
36.52%
Minimum
Nov 2019
57.70%
Maximum
Mar 2020
56.49%
Average
57.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Banco Santander Chile | 63.90% |
| Arch Capital Group Ltd | 53.84% |
| The Hartford Financial Services Group Inc | 57.58% |
| Moodys Corp | 42.01% |
| The Marygold Companies Inc | 83.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.193 |
| Beta (5Y) | 0.4216 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.28% |
| Historical Sharpe Ratio (5Y) | 0.0768 |
| Historical Sortino (5Y) | 0.1272 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.07% |