ICICI Bank Ltd. (IBN)
27.77
+0.33
(+1.20%)
USD |
NYSE |
Oct 05, 11:49
ICICI Bank Max Drawdown (5Y) : 26.24% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 26.24% |
| August 31, 2026 | 26.24% |
| July 31, 2026 | 26.24% |
| June 30, 2026 | 26.24% |
| May 31, 2026 | 26.24% |
| April 30, 2026 | 26.24% |
| March 31, 2026 | 26.24% |
| February 28, 2026 | 26.24% |
| January 31, 2026 | 26.24% |
| December 31, 2025 | 26.24% |
| November 30, 2025 | 26.24% |
| October 31, 2025 | 26.24% |
| September 30, 2025 | 33.29% |
| August 31, 2025 | 39.41% |
| July 31, 2025 | 39.41% |
| June 30, 2025 | 39.67% |
| May 31, 2025 | 43.52% |
| April 30, 2025 | 49.45% |
| March 31, 2025 | 52.90% |
| February 28, 2025 | 55.05% |
| January 31, 2025 | 55.05% |
| December 31, 2024 | 55.05% |
| November 30, 2024 | 55.05% |
| October 31, 2024 | 55.05% |
| September 30, 2024 | 55.05% |
| Date | Value |
|---|---|
| August 31, 2024 | 55.05% |
| July 31, 2024 | 55.05% |
| June 30, 2024 | 55.05% |
| May 31, 2024 | 55.05% |
| April 30, 2024 | 55.05% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| HDFC Bank Ltd. | 43.01% |
| State Bank of India | 29.67% |
| Barclays PLC | 48.18% |
| Shinhan Financial Group Co., Ltd. | 46.15% |
| Mitsubishi UFJ Financial Group, Inc. | 33.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7587 |
| Beta (5Y) | 0.4147 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.30% |
| Historical Sharpe Ratio (5Y) | 0.2304 |
| Historical Sortino (5Y) | 0.3888 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.46% |