Danske Bank A/S (DNKEY)
14.19
-0.15
(-1.05%)
USD |
OTCM |
May 07, 16:00
Danske Bank Max Drawdown (5Y): 73.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.67% |
March 31, 2024 | 73.67% |
February 29, 2024 | 73.67% |
January 31, 2024 | 73.67% |
December 31, 2023 | 73.67% |
November 30, 2023 | 73.67% |
October 31, 2023 | 73.67% |
September 30, 2023 | 73.67% |
August 31, 2023 | 73.67% |
July 31, 2023 | 73.67% |
June 30, 2023 | 73.67% |
May 31, 2023 | 73.67% |
April 30, 2023 | 73.67% |
March 31, 2023 | 73.67% |
February 28, 2023 | 73.67% |
January 31, 2023 | 73.67% |
December 31, 2022 | 73.67% |
November 30, 2022 | 73.67% |
October 31, 2022 | 73.67% |
September 30, 2022 | 73.67% |
August 31, 2022 | 73.67% |
July 31, 2022 | 73.67% |
June 30, 2022 | 73.67% |
May 31, 2022 | 73.67% |
April 30, 2022 | 73.67% |
Date | Value |
---|---|
March 31, 2022 | 73.67% |
February 28, 2022 | 73.67% |
January 31, 2022 | 73.67% |
December 31, 2021 | 73.67% |
November 30, 2021 | 73.67% |
October 31, 2021 | 73.67% |
September 30, 2021 | 73.67% |
August 31, 2021 | 73.67% |
July 31, 2021 | 73.67% |
June 30, 2021 | 73.67% |
May 31, 2021 | 73.67% |
April 30, 2021 | 73.67% |
March 31, 2021 | 73.67% |
February 28, 2021 | 73.67% |
January 31, 2021 | 73.67% |
December 31, 2020 | 73.67% |
November 30, 2020 | 73.67% |
October 31, 2020 | 73.67% |
September 30, 2020 | 73.67% |
August 31, 2020 | 73.67% |
July 31, 2020 | 73.67% |
June 30, 2020 | 73.67% |
May 31, 2020 | 73.67% |
April 30, 2020 | 73.67% |
March 31, 2020 | 73.67% |
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
57.47%
Minimum
May 2019
73.67%
Maximum
Mar 2020
72.03%
Average
73.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sydbank A/S | 66.95% |
Topdanmark A/S | 46.85% |
Jyske Bank A/S | -- |
Spark Technology A/S | -- |
Alm Brand A/S | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5183 |
Beta (5Y) | 0.9995 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.40% |
Historical Sharpe Ratio (5Y) | 0.2839 |
Historical Sortino (5Y) | 0.4056 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.97% |