DBS Group Holdings Ltd (DBSDY)
100.45
-0.68
(-0.67%)
USD |
OTCM |
Apr 24, 16:00
DBS Group Holdings Max Drawdown (5Y): 44.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.99% |
February 29, 2024 | 44.99% |
January 31, 2024 | 44.99% |
December 31, 2023 | 44.99% |
November 30, 2023 | 44.99% |
October 31, 2023 | 44.99% |
September 30, 2023 | 44.99% |
August 31, 2023 | 44.99% |
July 31, 2023 | 44.99% |
June 30, 2023 | 44.99% |
May 31, 2023 | 44.99% |
April 30, 2023 | 44.99% |
March 31, 2023 | 44.99% |
February 28, 2023 | 44.99% |
January 31, 2023 | 44.99% |
December 31, 2022 | 44.99% |
November 30, 2022 | 44.99% |
October 31, 2022 | 44.99% |
September 30, 2022 | 44.99% |
August 31, 2022 | 44.99% |
July 31, 2022 | 44.99% |
June 30, 2022 | 44.99% |
May 31, 2022 | 44.99% |
April 30, 2022 | 44.99% |
March 31, 2022 | 44.99% |
Date | Value |
---|---|
February 28, 2022 | 44.99% |
January 31, 2022 | 44.99% |
December 31, 2021 | 44.99% |
November 30, 2021 | 44.99% |
October 31, 2021 | 44.99% |
September 30, 2021 | 44.99% |
August 31, 2021 | 44.99% |
July 31, 2021 | 44.99% |
June 30, 2021 | 44.99% |
May 31, 2021 | 44.99% |
April 30, 2021 | 44.99% |
March 31, 2021 | 44.99% |
February 28, 2021 | 44.99% |
January 31, 2021 | 44.99% |
December 31, 2020 | 44.99% |
November 30, 2020 | 44.99% |
October 31, 2020 | 44.99% |
September 30, 2020 | 44.99% |
August 31, 2020 | 44.99% |
July 31, 2020 | 44.99% |
June 30, 2020 | 44.99% |
May 31, 2020 | 44.99% |
April 30, 2020 | 44.99% |
March 31, 2020 | 44.99% |
February 29, 2020 | 40.86% |
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
40.86%
Minimum
Apr 2019
44.99%
Maximum
Mar 2020
44.23%
Average
44.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.544 |
Beta (5Y) | 0.9151 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.12% |
Historical Sharpe Ratio (5Y) | 0.4312 |
Historical Sortino (5Y) | 0.5566 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.07% |