Intercorp Financial Services Inc (IFS)
28.96
-0.02
(-0.07%)
USD |
NYSE |
Nov 22, 10:57
Intercorp Financial Services Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Credicorp Ltd | 59.32% |
| SoFi Technologies Inc | -- |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| The Marygold Companies Inc | 83.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.17 |
| Beta (5Y) | 1.156 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.00% |
| Historical Sharpe Ratio (5Y) | -0.122 |
| Historical Sortino (5Y) | -0.2004 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.90% |