Banco De Chile (BCH)
22.28
-0.01
(-0.04%)
USD |
NYSE |
Apr 25, 13:10
Banco De Chile Max Drawdown (5Y): 57.70% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 57.70% |
July 31, 2020 | 57.70% |
June 30, 2020 | 57.70% |
May 31, 2020 | 57.70% |
April 30, 2020 | 57.70% |
March 31, 2020 | 57.70% |
February 29, 2020 | 43.88% |
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
33.46%
Minimum
Apr 2019
57.70%
Maximum
Mar 2020
53.66%
Average
57.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Banco Santander Chile | 63.90% |
Grupo Financiero Galicia SA | 91.70% |
Freedom Holding Corp | 45.93% |
Cleanspark Inc | 98.56% |
XP Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.310 |
Beta (5Y) | 0.4042 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.53% |
Historical Sharpe Ratio (5Y) | -0.0338 |
Historical Sortino (5Y) | -0.0533 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.10% |