Bank Polska Kasa Opieki SA (BKPKF)
34.82
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Bank Polska Kasa Opieki Max Drawdown (5Y): 71.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.44% |
March 31, 2024 | 71.44% |
February 29, 2024 | 71.44% |
January 31, 2024 | 71.44% |
December 31, 2023 | 71.44% |
November 30, 2023 | 71.44% |
October 31, 2023 | 71.44% |
September 30, 2023 | 71.44% |
August 31, 2023 | 71.44% |
July 31, 2023 | 71.44% |
June 30, 2023 | 71.44% |
May 31, 2023 | 71.44% |
April 30, 2023 | 71.44% |
March 31, 2023 | 71.44% |
February 28, 2023 | 71.44% |
January 31, 2023 | 71.44% |
December 31, 2022 | 71.44% |
November 30, 2022 | 71.44% |
October 31, 2022 | 71.44% |
September 30, 2022 | 71.44% |
August 31, 2022 | 71.44% |
July 31, 2022 | 71.44% |
June 30, 2022 | 71.44% |
May 31, 2022 | 71.44% |
April 30, 2022 | 71.44% |
Date | Value |
---|---|
March 31, 2022 | 71.44% |
February 28, 2022 | 71.44% |
January 31, 2022 | 71.44% |
December 31, 2021 | 71.44% |
November 30, 2021 | 71.44% |
October 31, 2021 | 71.44% |
September 30, 2021 | 71.44% |
August 31, 2021 | 71.44% |
July 31, 2021 | 71.44% |
June 30, 2021 | 71.44% |
May 31, 2021 | 71.44% |
April 30, 2021 | 71.44% |
March 31, 2021 | 71.44% |
February 28, 2021 | 71.44% |
January 31, 2021 | 71.44% |
December 31, 2020 | 71.44% |
November 30, 2020 | 71.44% |
October 31, 2020 | 71.44% |
September 30, 2020 | 71.44% |
August 31, 2020 | 71.44% |
July 31, 2020 | 71.44% |
June 30, 2020 | 71.44% |
May 31, 2020 | 71.44% |
April 30, 2020 | 71.44% |
March 31, 2020 | 34.32% |
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
34.32%
Minimum
May 2019
71.44%
Maximum
Apr 2020
64.63%
Average
71.44%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
mBank SA | -- |
PKO Bank Polski SA | 64.36% |
Kruk SA | -- |
Alior Bank SA | -- |
Santander Bank Polska SA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.568 |
Beta (5Y) | 0.4112 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.38% |
Historical Sharpe Ratio (5Y) | 0.0924 |
Historical Sortino (5Y) | 0.1799 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.78% |