Capitec Bank Holdings Ltd (CKHGY)

84.87 -0.52 (-0.60%) USD  |  OTCM  |  Dec 24, 12:26
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Capitec Bank Holdings Max Drawdown (5Y): 59.59% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -3.360
Beta (5Y) 1.159
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.28%
Historical Sharpe Ratio (5Y) 0.262
Historical Sortino (5Y) 0.3577
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.33%