Eurobank Ergasias Services And Holdings SA (EGFEY)
1.025
-0.02
(-2.38%)
USD |
OTCM |
Nov 14, 12:45
Eurobank Ergasias Services And Holdings Max Drawdown (5Y): 98.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.11% |
| September 30, 2024 | 98.11% |
| August 31, 2024 | 98.11% |
| July 31, 2024 | 98.11% |
| June 30, 2024 | 98.11% |
| May 31, 2024 | 98.19% |
| 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 | 99.60% |
| November 30, 2022 | 99.60% |
| October 31, 2022 | 99.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.64% |
| August 31, 2022 | 99.86% |
| July 31, 2022 | 99.88% |
| June 30, 2022 | 99.88% |
| May 31, 2022 | 99.96% |
| April 30, 2022 | 99.96% |
| March 31, 2022 | 99.96% |
| February 28, 2022 | 99.97% |
| January 31, 2022 | 99.98% |
| December 31, 2021 | 99.98% |
| November 30, 2021 | 99.98% |
| October 31, 2021 | 99.98% |
| September 30, 2021 | 99.98% |
| August 31, 2021 | 99.98% |
| July 31, 2021 | 99.98% |
| June 30, 2021 | 99.98% |
| May 31, 2021 | 99.98% |
| April 30, 2021 | 99.98% |
| March 31, 2021 | 99.98% |
| February 28, 2021 | 99.98% |
| January 31, 2021 | 99.98% |
| December 31, 2020 | 99.99% |
| November 30, 2020 | 99.99% |
| October 31, 2020 | 99.99% |
| September 30, 2020 | 99.99% |
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
98.11%
Minimum
Jun 2024
99.99%
Maximum
Nov 2019
99.54%
Average
99.96%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.237 |
| Beta (5Y) | 1.634 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.93% |
| Historical Sharpe Ratio (5Y) | 0.2476 |
| Historical Sortino (5Y) | 0.4164 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.76% |