Erste Group Bank AG. (EBKDY)
27.92
+0.39
(+1.42%)
USD |
OTCM |
Nov 14, 15:54
Erste Group Bank Max Drawdown (5Y): 64.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.04% |
| September 30, 2024 | 64.04% |
| August 31, 2024 | 64.04% |
| July 31, 2024 | 64.04% |
| June 30, 2024 | 64.04% |
| May 31, 2024 | 64.04% |
| April 30, 2024 | 64.04% |
| March 31, 2024 | 64.04% |
| February 29, 2024 | 64.04% |
| January 31, 2024 | 64.04% |
| December 31, 2023 | 64.04% |
| November 30, 2023 | 64.04% |
| October 31, 2023 | 64.04% |
| September 30, 2023 | 64.04% |
| August 31, 2023 | 64.04% |
| July 31, 2023 | 64.04% |
| June 30, 2023 | 64.04% |
| May 31, 2023 | 64.04% |
| April 30, 2023 | 64.04% |
| March 31, 2023 | 64.04% |
| February 28, 2023 | 64.04% |
| January 31, 2023 | 64.04% |
| December 31, 2022 | 64.04% |
| November 30, 2022 | 64.04% |
| October 31, 2022 | 64.04% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.04% |
| August 31, 2022 | 64.04% |
| July 31, 2022 | 64.04% |
| June 30, 2022 | 64.04% |
| May 31, 2022 | 64.04% |
| April 30, 2022 | 64.04% |
| March 31, 2022 | 64.04% |
| February 28, 2022 | 64.04% |
| January 31, 2022 | 64.04% |
| December 31, 2021 | 64.04% |
| November 30, 2021 | 64.04% |
| October 31, 2021 | 64.04% |
| September 30, 2021 | 64.04% |
| August 31, 2021 | 64.04% |
| July 31, 2021 | 64.04% |
| June 30, 2021 | 64.04% |
| May 31, 2021 | 64.04% |
| April 30, 2021 | 64.04% |
| March 31, 2021 | 64.04% |
| February 28, 2021 | 64.04% |
| January 31, 2021 | 64.04% |
| December 31, 2020 | 64.04% |
| November 30, 2020 | 64.04% |
| October 31, 2020 | 64.04% |
| September 30, 2020 | 64.04% |
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
51.62%
Minimum
Jan 2020
64.04%
Maximum
Apr 2020
63.34%
Average
64.04%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Raiffeisen Bank International AG | 74.16% |
| Vienna Insurance Group AG | 55.91% |
| Addiko Bank AG | 59.02% |
| Bawag Group AG | 52.89% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.719 |
| Beta (5Y) | 1.313 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.99% |
| Historical Sharpe Ratio (5Y) | 0.2913 |
| Historical Sortino (5Y) | 0.3463 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.43% |