ICICI Bank Ltd (IBN)
25.43
-0.20
(-0.78%)
USD |
NYSE |
Apr 18, 16:00
25.69
+0.26
(+1.02%)
Pre-Market: 09:24
ICICI Bank Max Drawdown (5Y): 55.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 55.05% |
February 29, 2024 | 55.05% |
January 31, 2024 | 55.05% |
December 31, 2023 | 55.05% |
November 30, 2023 | 55.05% |
October 31, 2023 | 55.05% |
September 30, 2023 | 55.05% |
August 31, 2023 | 55.05% |
July 31, 2023 | 55.05% |
June 30, 2023 | 55.05% |
May 31, 2023 | 55.05% |
April 30, 2023 | 55.05% |
March 31, 2023 | 55.05% |
February 28, 2023 | 55.05% |
January 31, 2023 | 55.05% |
December 31, 2022 | 55.05% |
November 30, 2022 | 55.05% |
October 31, 2022 | 55.05% |
September 30, 2022 | 55.05% |
August 31, 2022 | 55.05% |
July 31, 2022 | 55.05% |
June 30, 2022 | 55.05% |
May 31, 2022 | 55.05% |
April 30, 2022 | 55.05% |
March 31, 2022 | 55.05% |
Date | Value |
---|---|
February 28, 2022 | 55.05% |
January 31, 2022 | 55.05% |
December 31, 2021 | 55.05% |
November 30, 2021 | 55.05% |
October 31, 2021 | 55.05% |
September 30, 2021 | 55.05% |
August 31, 2021 | 55.05% |
July 31, 2021 | 55.05% |
June 30, 2021 | 55.05% |
May 31, 2021 | 55.05% |
April 30, 2021 | 55.05% |
March 31, 2021 | 55.05% |
February 28, 2021 | 55.05% |
January 31, 2021 | 55.05% |
December 31, 2020 | 55.05% |
November 30, 2020 | 59.44% |
October 31, 2020 | 59.44% |
September 30, 2020 | 59.44% |
August 31, 2020 | 59.44% |
July 31, 2020 | 59.44% |
June 30, 2020 | 59.44% |
May 31, 2020 | 59.44% |
April 30, 2020 | 59.44% |
March 31, 2020 | 59.44% |
February 29, 2020 | 59.44% |
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
55.05%
Minimum
Dec 2020
59.44%
Maximum
Apr 2019
56.51%
Average
55.05%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
HDFC Bank Ltd | 54.28% |
Dunxin Financial Holdings Ltd | 99.32% |
CNFinance Holdings Ltd | 82.24% |
The9 Ltd | 99.57% |
State Bank of India | 61.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.262 |
Beta (5Y) | 1.014 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.74% |
Historical Sharpe Ratio (5Y) | 0.5039 |
Historical Sortino (5Y) | 0.5751 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.73% |