Banco Santander Chile (BSAC)
19.33
0.00 (0.00%)
USD |
NYSE |
Nov 14, 10:31
Banco Santander Chile Max Drawdown (5Y): 63.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 63.90% |
September 30, 2024 | 63.90% |
August 31, 2024 | 63.90% |
July 31, 2024 | 63.90% |
June 30, 2024 | 63.90% |
May 31, 2024 | 63.90% |
April 30, 2024 | 63.90% |
March 31, 2024 | 63.90% |
February 29, 2024 | 63.90% |
January 31, 2024 | 63.90% |
December 31, 2023 | 63.90% |
November 30, 2023 | 63.90% |
October 31, 2023 | 63.90% |
September 30, 2023 | 63.90% |
August 31, 2023 | 63.90% |
July 31, 2023 | 63.90% |
June 30, 2023 | 63.90% |
May 31, 2023 | 63.90% |
April 30, 2023 | 63.90% |
March 31, 2023 | 63.90% |
February 28, 2023 | 63.90% |
January 31, 2023 | 63.90% |
December 31, 2022 | 63.90% |
November 30, 2022 | 63.90% |
October 31, 2022 | 63.90% |
Date | Value |
---|---|
September 30, 2022 | 63.90% |
August 31, 2022 | 63.90% |
July 31, 2022 | 63.90% |
June 30, 2022 | 63.90% |
May 31, 2022 | 63.90% |
April 30, 2022 | 63.90% |
March 31, 2022 | 63.90% |
February 28, 2022 | 63.90% |
January 31, 2022 | 63.90% |
December 31, 2021 | 63.90% |
November 30, 2021 | 63.90% |
October 31, 2021 | 63.90% |
September 30, 2021 | 63.90% |
August 31, 2021 | 63.90% |
July 31, 2021 | 63.90% |
June 30, 2021 | 63.90% |
May 31, 2021 | 63.90% |
April 30, 2021 | 63.90% |
March 31, 2021 | 63.90% |
February 28, 2021 | 63.90% |
January 31, 2021 | 63.90% |
December 31, 2020 | 63.90% |
November 30, 2020 | 63.90% |
October 31, 2020 | 63.90% |
September 30, 2020 | 63.90% |
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
49.05%
Minimum
Nov 2019
63.90%
Maximum
Mar 2020
62.91%
Average
63.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Banco Santander SA | 73.82% |
Banco Santander (Brasil) SA | 69.26% |
Banco De Chile | 57.70% |
BlackRock Inc | 43.88% |
NatWest Group PLC | 75.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.85 |
Beta (5Y) | 0.881 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.99% |
Historical Sharpe Ratio (5Y) | -0.0449 |
Historical Sortino (5Y) | -0.0762 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.96% |