HDFC Bank Ltd (HDB)
64.20
+1.69
(+2.70%)
USD |
NYSE |
Nov 05, 16:00
64.35
+0.15
(+0.23%)
After-Hours: 20:00
HDFC Bank Max Drawdown (5Y): 54.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.28% |
| September 30, 2024 | 54.28% |
| August 31, 2024 | 54.28% |
| July 31, 2024 | 54.28% |
| June 30, 2024 | 54.28% |
| May 31, 2024 | 54.28% |
| April 30, 2024 | 54.28% |
| March 31, 2024 | 54.28% |
| February 29, 2024 | 54.28% |
| January 31, 2024 | 54.28% |
| December 31, 2023 | 54.28% |
| November 30, 2023 | 54.28% |
| October 31, 2023 | 54.28% |
| September 30, 2023 | 54.28% |
| August 31, 2023 | 54.28% |
| July 31, 2023 | 54.28% |
| June 30, 2023 | 54.28% |
| May 31, 2023 | 54.28% |
| April 30, 2023 | 54.28% |
| March 31, 2023 | 54.28% |
| February 28, 2023 | 54.28% |
| January 31, 2023 | 54.28% |
| December 31, 2022 | 54.28% |
| November 30, 2022 | 54.28% |
| October 31, 2022 | 54.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.28% |
| August 31, 2022 | 54.28% |
| July 31, 2022 | 54.28% |
| June 30, 2022 | 54.28% |
| May 31, 2022 | 54.28% |
| April 30, 2022 | 54.28% |
| March 31, 2022 | 54.28% |
| February 28, 2022 | 54.28% |
| January 31, 2022 | 54.28% |
| December 31, 2021 | 54.28% |
| November 30, 2021 | 54.28% |
| October 31, 2021 | 54.28% |
| September 30, 2021 | 54.28% |
| August 31, 2021 | 54.28% |
| July 31, 2021 | 54.28% |
| June 30, 2021 | 54.28% |
| May 31, 2021 | 54.28% |
| April 30, 2021 | 54.28% |
| March 31, 2021 | 54.28% |
| February 28, 2021 | 54.28% |
| January 31, 2021 | 54.28% |
| December 31, 2020 | 54.28% |
| November 30, 2020 | 54.28% |
| October 31, 2020 | 54.28% |
| September 30, 2020 | 54.28% |
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
22.68%
Minimum
Nov 2019
54.28%
Maximum
Mar 2020
52.18%
Average
54.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ICICI Bank Ltd | 55.05% |
| The9 Ltd | 99.57% |
| CNFinance Holdings Ltd | 84.86% |
| UP Fintech Holding Ltd | 93.65% |
| State Bank of India | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.72 |
| Beta (5Y) | 0.9084 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.86% |
| Historical Sharpe Ratio (5Y) | -0.0311 |
| Historical Sortino (5Y) | -0.045 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.31% |