ICICI Bank Ltd (IBN)

30.30 +0.23 (+0.76%) USD  |  NYSE  |  Dec 20, 16:00
30.30 0.00 (0.00%) After-Hours: 20:00
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ICICI Bank Max Drawdown (5Y): 55.05% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Max Drawdown (5Y) Benchmarks

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HDFC Bank Ltd 54.28%
Dr Reddy's Laboratories Ltd 47.61%
Sify Technologies Ltd 94.34%
State Bank of India --
UP Fintech Holding Ltd 93.65%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.445
Beta (5Y) 0.9992
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.00%
Historical Sharpe Ratio (5Y) 0.4622
Historical Sortino (5Y) 0.512
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.72%