ING Groep NV (ING)
15.55
+0.17
(+1.11%)
USD |
NYSE |
Nov 14, 12:45
ING Groep Max Drawdown (5Y): 74.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.47% |
| September 30, 2024 | 74.47% |
| August 31, 2024 | 74.47% |
| July 31, 2024 | 74.47% |
| June 30, 2024 | 74.47% |
| May 31, 2024 | 74.47% |
| April 30, 2024 | 74.47% |
| March 31, 2024 | 74.47% |
| February 29, 2024 | 74.47% |
| January 31, 2024 | 74.47% |
| December 31, 2023 | 74.47% |
| November 30, 2023 | 74.47% |
| October 31, 2023 | 74.47% |
| September 30, 2023 | 74.47% |
| August 31, 2023 | 74.47% |
| July 31, 2023 | 74.47% |
| June 30, 2023 | 74.47% |
| May 31, 2023 | 74.47% |
| April 30, 2023 | 74.47% |
| March 31, 2023 | 74.47% |
| February 28, 2023 | 74.47% |
| January 31, 2023 | 74.47% |
| December 31, 2022 | 74.47% |
| November 30, 2022 | 74.47% |
| October 31, 2022 | 74.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.47% |
| August 31, 2022 | 74.47% |
| July 31, 2022 | 74.47% |
| June 30, 2022 | 74.47% |
| May 31, 2022 | 74.47% |
| April 30, 2022 | 74.47% |
| March 31, 2022 | 74.47% |
| February 28, 2022 | 74.47% |
| January 31, 2022 | 74.47% |
| December 31, 2021 | 74.47% |
| November 30, 2021 | 74.47% |
| October 31, 2021 | 74.47% |
| September 30, 2021 | 74.47% |
| August 31, 2021 | 74.47% |
| July 31, 2021 | 74.47% |
| June 30, 2021 | 74.47% |
| May 31, 2021 | 74.47% |
| April 30, 2021 | 74.47% |
| March 31, 2021 | 74.47% |
| February 28, 2021 | 74.47% |
| January 31, 2021 | 74.47% |
| December 31, 2020 | 74.47% |
| November 30, 2020 | 74.47% |
| October 31, 2020 | 74.47% |
| September 30, 2020 | 74.47% |
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
49.81%
Minimum
Nov 2019
74.47%
Maximum
Mar 2020
72.83%
Average
74.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Aegon Ltd | 71.14% |
| NN Group NV | 50.33% |
| Euronext NV | -- |
| ABN AMRO Bank NV | 69.46% |
| Van Lanschot Kempen NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.470 |
| Beta (5Y) | 1.517 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.76% |
| Historical Sharpe Ratio (5Y) | 0.2705 |
| Historical Sortino (5Y) | 0.3474 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.81% |