Bank of Nova Scotia (BNS)
46.85
+0.55
(+1.19%)
USD |
NYSE |
May 03, 16:00
46.84
-0.01
(-0.02%)
After-Hours: 20:00
Bank of Nova Scotia Max Drawdown (5Y): 46.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.90% |
March 31, 2024 | 46.90% |
February 29, 2024 | 46.90% |
January 31, 2024 | 46.90% |
December 31, 2023 | 46.90% |
November 30, 2023 | 46.90% |
October 31, 2023 | 46.90% |
September 30, 2023 | 46.90% |
August 31, 2023 | 46.90% |
July 31, 2023 | 46.90% |
June 30, 2023 | 46.90% |
May 31, 2023 | 46.90% |
April 30, 2023 | 46.90% |
March 31, 2023 | 46.90% |
February 28, 2023 | 46.90% |
January 31, 2023 | 46.90% |
December 31, 2022 | 46.90% |
November 30, 2022 | 46.90% |
October 31, 2022 | 46.90% |
September 30, 2022 | 46.90% |
August 31, 2022 | 46.90% |
July 31, 2022 | 46.90% |
June 30, 2022 | 46.90% |
May 31, 2022 | 46.90% |
April 30, 2022 | 46.90% |
Date | Value |
---|---|
March 31, 2022 | 46.90% |
February 28, 2022 | 46.90% |
January 31, 2022 | 46.90% |
December 31, 2021 | 46.90% |
November 30, 2021 | 46.90% |
October 31, 2021 | 46.90% |
September 30, 2021 | 46.90% |
August 31, 2021 | 46.90% |
July 31, 2021 | 46.90% |
June 30, 2021 | 46.90% |
May 31, 2021 | 46.90% |
April 30, 2021 | 46.90% |
March 31, 2021 | 46.90% |
February 28, 2021 | 46.90% |
January 31, 2021 | 46.90% |
December 31, 2020 | 46.90% |
November 30, 2020 | 46.90% |
October 31, 2020 | 46.90% |
September 30, 2020 | 46.90% |
August 31, 2020 | 46.90% |
July 31, 2020 | 46.90% |
June 30, 2020 | 46.90% |
May 31, 2020 | 46.90% |
April 30, 2020 | 46.90% |
March 31, 2020 | 46.90% |
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
44.06%
Minimum
May 2019
46.90%
Maximum
Mar 2020
46.43%
Average
46.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bank of N.T Butterfield & Son Ltd | 69.72% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.90 |
Beta (5Y) | 1.061 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.44% |
Historical Sharpe Ratio (5Y) | -0.0028 |
Historical Sortino (5Y) | -0.0035 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.32% |