Banco de Sabadell SA (BNDSY)
3.95
+0.14
(+3.67%)
USD |
OTCM |
May 02, 13:26
Banco de Sabadell Max Drawdown (5Y): 86.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.69% |
| March 31, 2024 | 86.69% |
| February 29, 2024 | 86.69% |
| January 31, 2024 | 86.69% |
| December 31, 2023 | 86.69% |
| November 30, 2023 | 86.69% |
| October 31, 2023 | 86.69% |
| September 30, 2023 | 86.69% |
| August 31, 2023 | 86.69% |
| July 31, 2023 | 86.69% |
| June 30, 2023 | 86.69% |
| May 31, 2023 | 86.69% |
| April 30, 2023 | 86.69% |
| March 31, 2023 | 86.69% |
| February 28, 2023 | 86.69% |
| January 31, 2023 | 86.69% |
| December 31, 2022 | 86.69% |
| November 30, 2022 | 86.69% |
| October 31, 2022 | 86.69% |
| September 30, 2022 | 86.69% |
| August 31, 2022 | 86.69% |
| July 31, 2022 | 86.69% |
| June 30, 2022 | 86.69% |
| May 31, 2022 | 86.69% |
| April 30, 2022 | 86.69% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.69% |
| February 28, 2022 | 86.69% |
| January 31, 2022 | 86.69% |
| December 31, 2021 | 86.69% |
| November 30, 2021 | 86.69% |
| October 31, 2021 | 86.69% |
| September 30, 2021 | 86.69% |
| August 31, 2021 | 86.69% |
| July 31, 2021 | 86.69% |
| June 30, 2021 | 86.69% |
| May 31, 2021 | 86.69% |
| April 30, 2021 | 86.69% |
| March 31, 2021 | 86.69% |
| February 28, 2021 | 86.69% |
| January 31, 2021 | 86.69% |
| December 31, 2020 | 86.69% |
| November 30, 2020 | 86.69% |
| October 31, 2020 | 86.69% |
| September 30, 2020 | 86.69% |
| August 31, 2020 | 86.69% |
| July 31, 2020 | 86.69% |
| June 30, 2020 | 86.69% |
| May 31, 2020 | 86.69% |
| April 30, 2020 | 82.23% |
| March 31, 2020 | 76.73% |
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
73.24%
Minimum
May 2019
86.69%
Maximum
May 2020
84.44%
Average
86.69%
Median
May 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) | 7.493 |
| Beta (5Y) | 0.3648 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.18% |
| Historical Sharpe Ratio (5Y) | 0.1921 |
| Historical Sortino (5Y) | 0.3156 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.90% |