Bank of Nova Scotia (BNS)
56.22
-0.08
(-0.14%)
USD |
NYSE |
Nov 21, 16:00
56.20
-0.02
(-0.04%)
Pre-Market: 20:00
Bank of Nova Scotia Max Drawdown (5Y): 46.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.90% |
| September 30, 2024 | 46.90% |
| August 31, 2024 | 46.90% |
| July 31, 2024 | 46.90% |
| June 30, 2024 | 46.90% |
| May 31, 2024 | 46.90% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
46.90%
Maximum
Mar 2020
46.71%
Average
46.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| KeyCorp | 65.22% |
| Bank of America Corp | 48.93% |
| Truist Financial Corp | 59.10% |
| Bank of New York Mellon Corp | 50.50% |
| JPMorgan Chase & Co | 43.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.30 |
| Beta (5Y) | 1.053 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.78% |
| Historical Sharpe Ratio (5Y) | 0.0484 |
| Historical Sortino (5Y) | 0.0603 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.32% |