Bank of Cyprus Holdings PLC (BKCYF)
3.89
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Bank of Cyprus Holdings Max Drawdown (5Y): 99.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.95% |
March 31, 2024 | 99.95% |
February 29, 2024 | 99.95% |
January 31, 2024 | 99.95% |
December 31, 2023 | 99.95% |
November 30, 2023 | 99.95% |
October 31, 2023 | 99.95% |
September 30, 2023 | 99.95% |
August 31, 2023 | 99.95% |
July 31, 2023 | 99.95% |
June 30, 2023 | 99.95% |
May 31, 2023 | 99.95% |
April 30, 2023 | 99.95% |
March 31, 2023 | 99.95% |
February 28, 2023 | 99.95% |
January 31, 2023 | 99.95% |
December 31, 2022 | 99.95% |
November 30, 2022 | 99.95% |
October 31, 2022 | 99.95% |
September 30, 2022 | 99.95% |
August 31, 2022 | 99.95% |
July 31, 2022 | 99.95% |
June 30, 2022 | 99.95% |
May 31, 2022 | 99.95% |
April 30, 2022 | 99.95% |
Date | Value |
---|---|
March 31, 2022 | 99.95% |
February 28, 2022 | 99.95% |
January 31, 2022 | 99.95% |
December 31, 2021 | 99.95% |
November 30, 2021 | 99.95% |
October 31, 2021 | 83.28% |
September 30, 2021 | 83.28% |
August 31, 2021 | 83.28% |
July 31, 2021 | 83.28% |
June 30, 2021 | 83.28% |
May 31, 2021 | 83.28% |
April 30, 2021 | 83.28% |
March 31, 2021 | 83.28% |
February 28, 2021 | 83.28% |
January 31, 2021 | 83.28% |
December 31, 2020 | 83.28% |
November 30, 2020 | 83.28% |
October 31, 2020 | 83.28% |
September 30, 2020 | 83.28% |
August 31, 2020 | 83.28% |
July 31, 2020 | 83.28% |
June 30, 2020 | 83.28% |
May 31, 2020 | 83.28% |
April 30, 2020 | 80.24% |
March 31, 2020 | 80.24% |
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
52.88%
Minimum
May 2019
99.95%
Maximum
Nov 2021
86.95%
Average
91.62%
Median
Max Drawdown (5Y) Benchmarks
Aon PLC | 38.73% |
Permanent TSB Group Holdings PLC | 72.00% |
Bank of Ireland Group PLC | 86.09% |
AIB Group PLC | 81.55% |
FBD Holdings PLC | 29.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1642.96 |
Beta (5Y) | 149.25 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.47K% |
Historical Sharpe Ratio (5Y) | 0.001 |
Historical Sortino (5Y) | 0.4733 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.73% |