ING Groep NV (ING)
17.32
+0.04
(+0.23%)
USD |
NYSE |
May 10, 09:45
ING Groep Max Drawdown (5Y): 74.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 74.47% |
July 31, 2020 | 74.47% |
June 30, 2020 | 74.47% |
May 31, 2020 | 74.47% |
April 30, 2020 | 74.47% |
March 31, 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
47.22%
Minimum
May 2019
74.47%
Maximum
Mar 2020
70.23%
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 | -- |
Van Lanschot Kempen NV | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.996 |
Beta (5Y) | 1.550 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.16% |
Historical Sharpe Ratio (5Y) | 0.1832 |
Historical Sortino (5Y) | 0.233 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.53% |