Capitec Bank Holdings Ltd (CKHGY)
90.71
-1.93
(-2.08%)
USD |
OTCM |
Nov 22, 16:00
Capitec Bank Holdings Max Drawdown (5Y): 59.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.59% |
September 30, 2024 | 59.59% |
August 31, 2024 | 59.59% |
July 31, 2024 | 59.59% |
June 30, 2024 | 59.59% |
May 31, 2024 | 59.59% |
April 30, 2024 | 59.59% |
March 31, 2024 | 59.59% |
February 29, 2024 | 59.59% |
January 31, 2024 | 59.59% |
December 31, 2023 | 59.59% |
November 30, 2023 | 59.59% |
October 31, 2023 | 59.59% |
September 30, 2023 | 59.59% |
August 31, 2023 | 59.59% |
July 31, 2023 | 59.59% |
June 30, 2023 | 59.59% |
May 31, 2023 | 59.59% |
April 30, 2023 | 59.59% |
March 31, 2023 | 59.59% |
February 28, 2023 | 59.59% |
January 31, 2023 | 59.59% |
December 31, 2022 | 59.59% |
November 30, 2022 | 59.59% |
October 31, 2022 | 59.59% |
Date | Value |
---|---|
September 30, 2022 | 59.59% |
August 31, 2022 | 59.59% |
July 31, 2022 | 59.59% |
June 30, 2022 | 59.59% |
May 31, 2022 | 59.59% |
April 30, 2022 | 59.59% |
March 31, 2022 | 59.59% |
February 28, 2022 | 59.59% |
January 31, 2022 | 59.59% |
December 31, 2021 | 59.59% |
November 30, 2021 | 59.59% |
October 31, 2021 | 59.59% |
September 30, 2021 | 59.59% |
August 31, 2021 | 59.59% |
July 31, 2021 | 59.59% |
June 30, 2021 | 59.59% |
May 31, 2021 | 59.59% |
April 30, 2021 | 59.59% |
March 31, 2021 | 59.59% |
February 28, 2021 | 59.59% |
January 31, 2021 | 59.59% |
December 31, 2020 | 59.59% |
November 30, 2020 | 59.59% |
October 31, 2020 | 59.59% |
September 30, 2020 | 59.59% |
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
31.09%
Minimum
Nov 2019
59.59%
Maximum
May 2020
57.50%
Average
59.59%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Standard Bank Group Ltd | 73.20% |
Investec Ltd | 82.53% |
Nedbank Group Ltd | 82.84% |
Remgro Ltd | -- |
Absa Group Ltd | 76.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.299 |
Beta (5Y) | 1.177 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.34% |
Historical Sharpe Ratio (5Y) | 0.2784 |
Historical Sortino (5Y) | 0.3797 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.33% |