HDFC Bank Ltd (HDB)

64.26 -0.06 (-0.09%) USD  |  NYSE  |  Dec 20, 16:00
64.30 +0.04 (+0.06%) After-Hours: 20:00
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HDFC Bank Max Drawdown (5Y): 54.28% 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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Median

Max Drawdown (5Y) Benchmarks

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ICICI Bank Ltd 55.05%
UP Fintech Holding Ltd 93.65%
Dr Reddy's Laboratories Ltd 47.61%
Sify Technologies Ltd 94.34%
State Bank of India --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.29
Beta (5Y) 0.9141
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.79%
Historical Sharpe Ratio (5Y) -0.0027
Historical Sortino (5Y) -0.0038
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.31%