Banco Santander (Brasil) SA (BSBR)
5.25
-0.04
(-0.76%)
USD |
NYSE |
Apr 24, 11:34
Banco Santander Max Drawdown (5Y): 69.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 69.26% |
| July 31, 2020 | 69.26% |
| June 30, 2020 | 69.26% |
| May 31, 2020 | 69.26% |
| April 30, 2020 | 68.23% |
| March 31, 2020 | 68.23% |
| February 29, 2020 | 68.23% |
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
Apr 2019
69.26%
Maximum
May 2020
69.03%
Average
69.26%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Banco Santander SA | 73.82% |
| Banco Santander Chile | 63.90% |
| XP Inc | -- |
| Vinci Partners Investments Ltd | -- |
| Inter & Co Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.87 |
| Beta (5Y) | 1.044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.69% |
| Historical Sharpe Ratio (5Y) | -0.1805 |
| Historical Sortino (5Y) | -0.2952 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.63% |