Banco Comercial Portugues SA (BPCGF)
0.323
0.00 (0.00%)
USD |
OTCM |
Apr 17, 10:05
Banco Comercial Portugues Max Drawdown (5Y): 93.75% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 93.75% |
April 30, 2024 | 93.75% |
March 31, 2024 | 93.75% |
February 29, 2024 | 93.75% |
January 31, 2024 | 93.75% |
December 31, 2023 | 93.75% |
November 30, 2023 | 93.75% |
October 31, 2023 | 93.75% |
September 30, 2023 | 94.31% |
August 31, 2023 | 94.31% |
July 31, 2023 | 94.31% |
June 30, 2023 | 94.31% |
May 31, 2023 | 94.31% |
April 30, 2023 | 94.31% |
March 31, 2023 | 94.31% |
February 28, 2023 | 94.31% |
January 31, 2023 | 94.31% |
December 31, 2022 | 94.31% |
November 30, 2022 | 94.31% |
October 31, 2022 | 94.31% |
September 30, 2022 | 94.31% |
August 31, 2022 | 94.31% |
July 31, 2022 | 94.31% |
June 30, 2022 | 94.49% |
May 31, 2022 | 94.49% |
Date | Value |
---|---|
April 30, 2022 | 94.49% |
March 31, 2022 | 94.49% |
February 28, 2022 | 94.87% |
January 31, 2022 | 95.33% |
December 31, 2021 | 96.58% |
November 30, 2021 | 96.58% |
October 31, 2021 | 96.58% |
September 30, 2021 | 96.58% |
August 31, 2021 | 96.58% |
July 31, 2021 | 96.58% |
June 30, 2021 | 96.58% |
May 31, 2021 | 96.58% |
April 30, 2021 | 96.58% |
March 31, 2021 | 96.58% |
February 28, 2021 | 96.58% |
January 31, 2021 | 96.58% |
December 31, 2020 | 96.58% |
November 30, 2020 | 96.58% |
October 31, 2020 | 96.58% |
September 30, 2020 | 96.58% |
August 31, 2020 | 96.58% |
July 31, 2020 | 96.58% |
June 30, 2020 | 96.58% |
May 31, 2020 | 96.58% |
April 30, 2020 | 96.58% |
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
93.75%
Minimum
Oct 2023
96.58%
Maximum
Jun 2019
95.45%
Average
96.58%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Income Opportunity Realty Investors Inc | 44.53% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.204 |
Beta (5Y) | 0.1687 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.14% |
Historical Sharpe Ratio (5Y) | 0.016 |
Historical Sortino (5Y) | 0.0253 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |