Banco Santander (Brasil) SA (BSBR)
4.50
-0.05
(-1.10%)
USD |
NYSE |
Nov 13, 16:00
4.515
+0.02
(+0.33%)
After-Hours: 20:00
Banco Santander Max Drawdown (5Y): 69.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.26% |
| September 30, 2024 | 69.26% |
| August 31, 2024 | 69.26% |
| July 31, 2024 | 69.26% |
| June 30, 2024 | 69.26% |
| May 31, 2024 | 69.26% |
| April 30, 2024 | 69.26% |
| March 31, 2024 | 69.26% |
| February 29, 2024 | 69.26% |
| January 31, 2024 | 69.26% |
| December 31, 2023 | 69.26% |
| November 30, 2023 | 69.26% |
| October 31, 2023 | 69.26% |
| September 30, 2023 | 69.26% |
| August 31, 2023 | 69.26% |
| July 31, 2023 | 69.26% |
| June 30, 2023 | 69.26% |
| May 31, 2023 | 69.26% |
| April 30, 2023 | 69.26% |
| March 31, 2023 | 69.26% |
| February 28, 2023 | 69.26% |
| January 31, 2023 | 69.26% |
| December 31, 2022 | 69.26% |
| November 30, 2022 | 69.26% |
| October 31, 2022 | 69.26% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.26% |
| August 31, 2022 | 69.26% |
| July 31, 2022 | 69.26% |
| June 30, 2022 | 69.26% |
| May 31, 2022 | 69.26% |
| April 30, 2022 | 69.26% |
| March 31, 2022 | 69.26% |
| February 28, 2022 | 69.26% |
| January 31, 2022 | 69.26% |
| December 31, 2021 | 69.26% |
| November 30, 2021 | 69.26% |
| October 31, 2021 | 69.26% |
| September 30, 2021 | 69.26% |
| August 31, 2021 | 69.26% |
| July 31, 2021 | 69.26% |
| June 30, 2021 | 69.26% |
| May 31, 2021 | 69.26% |
| April 30, 2021 | 69.26% |
| March 31, 2021 | 69.26% |
| February 28, 2021 | 69.26% |
| January 31, 2021 | 69.26% |
| December 31, 2020 | 69.26% |
| November 30, 2020 | 69.26% |
| October 31, 2020 | 69.26% |
| September 30, 2020 | 69.26% |
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
68.23%
Minimum
Nov 2019
69.26%
Maximum
May 2020
69.15%
Average
69.26%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Banco Santander SA | 73.82% |
| Banco Santander Chile | 63.90% |
| Bank Bradesco SA | 67.89% |
| Vinci Partners Investments Ltd | -- |
| Inter & Co Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.94 |
| Beta (5Y) | 1.044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.09% |
| Historical Sharpe Ratio (5Y) | -0.2763 |
| Historical Sortino (5Y) | -0.4593 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.42% |