ING Groep NV (ING)
15.28
-0.36
(-2.30%)
USD |
NYSE |
Nov 22, 16:00
15.35
+0.07
(+0.46%)
After-Hours: 20:00
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% |
Euronext NV | -- |
ABN AMRO Bank NV | -- |
Van Lanschot Kempen NV | -- |
Flow Traders Ltd | -- |
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% |