Banco de Sabadell SA (BNDSF)
1.93
+0.07
(+3.76%)
USD |
OTCM |
Nov 21, 16:00
Banco de Sabadell Max Drawdown (5Y): 99.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.93% |
| September 30, 2024 | 99.93% |
| August 31, 2024 | 99.93% |
| July 31, 2024 | 99.93% |
| June 30, 2024 | 99.93% |
| May 31, 2024 | 99.93% |
| April 30, 2024 | 99.93% |
| March 31, 2024 | 99.93% |
| February 29, 2024 | 99.93% |
| January 31, 2024 | 99.93% |
| December 31, 2023 | 99.93% |
| November 30, 2023 | 99.93% |
| October 31, 2023 | 99.93% |
| September 30, 2023 | 99.93% |
| August 31, 2023 | 99.93% |
| July 31, 2023 | 99.93% |
| June 30, 2023 | 99.93% |
| May 31, 2023 | 99.93% |
| April 30, 2023 | 99.93% |
| March 31, 2023 | 99.93% |
| February 28, 2023 | 99.93% |
| January 31, 2023 | 99.93% |
| December 31, 2022 | 99.93% |
| November 30, 2022 | 99.93% |
| October 31, 2022 | 99.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.93% |
| August 31, 2022 | 99.93% |
| July 31, 2022 | 99.93% |
| June 30, 2022 | 99.93% |
| May 31, 2022 | 99.93% |
| April 30, 2022 | 99.93% |
| March 31, 2022 | 99.93% |
| February 28, 2022 | 99.93% |
| January 31, 2022 | 99.93% |
| December 31, 2021 | 99.93% |
| November 30, 2021 | 99.93% |
| October 31, 2021 | 99.93% |
| September 30, 2021 | 99.93% |
| August 31, 2021 | 99.93% |
| July 31, 2021 | 99.93% |
| June 30, 2021 | 99.93% |
| May 31, 2021 | 99.93% |
| April 30, 2021 | 99.93% |
| March 31, 2021 | 99.93% |
| February 28, 2021 | 99.93% |
| January 31, 2021 | 99.93% |
| December 31, 2020 | 99.93% |
| November 30, 2020 | 99.93% |
| October 31, 2020 | 99.93% |
| September 30, 2020 | 99.93% |
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
69.14%
Minimum
Nov 2019
99.93%
Maximum
Jul 2020
96.67%
Average
99.93%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Banco Bilbao Vizcaya Argentaria SA | 69.72% |
| Banco Santander SA | 73.82% |
| Bankinter SA | 70.95% |
| CaixaBank SA | 69.59% |
| Unicaja Banco SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1265.39 |
| Beta (5Y) | 98.93 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.27K% |
| Historical Sharpe Ratio (5Y) | 0.0011 |
| Historical Sortino (5Y) | 0.1754 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.61% |