Eurobank Ergasias Services And Holdings SA (EGFEY)
1.06
+0.02
(+2.42%)
USD |
OTCM |
May 03, 16:00
Eurobank Ergasias Services And Holdings Max Drawdown (5Y): 98.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.19% |
| March 31, 2024 | 98.19% |
| February 29, 2024 | 98.70% |
| January 31, 2024 | 98.73% |
| December 31, 2023 | 98.86% |
| November 30, 2023 | 99.22% |
| October 31, 2023 | 99.37% |
| September 30, 2023 | 99.40% |
| August 31, 2023 | 99.40% |
| July 31, 2023 | 99.40% |
| June 30, 2023 | 99.40% |
| May 31, 2023 | 99.40% |
| April 30, 2023 | 99.40% |
| March 31, 2023 | 99.40% |
| February 28, 2023 | 99.40% |
| January 31, 2023 | 99.40% |
| December 31, 2022 | 99.40% |
| November 30, 2022 | 99.40% |
| October 31, 2022 | 99.40% |
| September 30, 2022 | 99.40% |
| August 31, 2022 | 99.40% |
| July 31, 2022 | 99.40% |
| June 30, 2022 | 99.40% |
| May 31, 2022 | 99.59% |
| April 30, 2022 | 99.59% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.64% |
| February 28, 2022 | 99.65% |
| January 31, 2022 | 99.79% |
| December 31, 2021 | 99.80% |
| November 30, 2021 | 99.80% |
| October 31, 2021 | 99.80% |
| September 30, 2021 | 99.80% |
| August 31, 2021 | 99.81% |
| July 31, 2021 | 99.81% |
| June 30, 2021 | 99.81% |
| May 31, 2021 | 99.81% |
| April 30, 2021 | 99.82% |
| March 31, 2021 | 99.84% |
| February 28, 2021 | 99.84% |
| January 31, 2021 | 99.84% |
| December 31, 2020 | 99.85% |
| November 30, 2020 | 99.94% |
| October 31, 2020 | 99.94% |
| September 30, 2020 | 99.94% |
| August 31, 2020 | 99.94% |
| July 31, 2020 | 99.94% |
| June 30, 2020 | 99.94% |
| May 31, 2020 | 99.94% |
| April 30, 2020 | 99.94% |
| March 31, 2020 | 99.94% |
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
98.19%
Minimum
Mar 2024
99.94%
Maximum
May 2019
99.61%
Average
99.80%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Piraeus Financial Holdings SA | 99.93% |
| National Bank of Greece SA | 99.53% |
| Hellenic Exchanges - Athens Stock Exchange SA | 49.86% |
| Alpha Services and Holdings SA | 96.37% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.330 |
| Beta (5Y) | 1.532 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.69% |
| Historical Sharpe Ratio (5Y) | 0.3422 |
| Historical Sortino (5Y) | 0.5831 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.07% |