Banco de Sabadell SA (BNDSF)
1.89
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Banco de Sabadell Max Drawdown (5Y): 99.93% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
September 30, 2022 | 99.93% |
Date | Value |
---|---|
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% |
August 31, 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
96.61%
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% |
Mapfre SA | 89.92% |
CaixaBank SA | 69.59% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1323.06 |
Beta (5Y) | 98.34 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.27K% |
Historical Sharpe Ratio (5Y) | 0.002 |
Historical Sortino (5Y) | 0.3145 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.61% |