Erste Group Bank AG. (EBKOF)

60.34 -1.17 (-1.90%) USD  |  OTCM  |  Dec 16, 15:51
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Erste Group Bank Max Drawdown (5Y): 68.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Raiffeisen Bank International AG 74.16%
Vienna Insurance Group AG 59.94%
Addiko Bank AG 59.02%
Bawag Group AG 52.89%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.836
Beta (5Y) 1.390
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.56%
Historical Sharpe Ratio (5Y) 0.2464
Historical Sortino (5Y) 0.2891
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.27%