ICICI Bank Ltd (IBN)
29.82
+0.09
(+0.30%)
USD |
NYSE |
Nov 21, 16:00
30.14
+0.32
(+1.07%)
Pre-Market: 08:07
ICICI Bank Max Drawdown (5Y): 55.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 55.05% |
September 30, 2024 | 55.05% |
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% |
Date | Value |
---|---|
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% |
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 | 55.61% |
January 31, 2021 | 59.44% |
December 31, 2020 | 59.44% |
November 30, 2020 | 59.44% |
October 31, 2020 | 59.44% |
September 30, 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
Mar 2021
59.44%
Maximum
Nov 2019
56.16%
Average
55.05%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
HDFC Bank Ltd | 54.28% |
The9 Ltd | 99.57% |
Dunxin Financial Holdings Ltd | 99.98% |
State Bank of India | -- |
CNFinance Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.389 |
Beta (5Y) | 1.022 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.03% |
Historical Sharpe Ratio (5Y) | 0.5174 |
Historical Sortino (5Y) | 0.5803 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.72% |