Nordea Bank Abp (NRDBY)
12.27
-0.03
(-0.24%)
USD |
OTCM |
May 16, 16:00
Nordea Bank Abp Max Drawdown (5Y): 49.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.99% |
March 31, 2024 | 49.99% |
February 29, 2024 | 49.99% |
January 31, 2024 | 49.99% |
December 31, 2023 | 49.99% |
November 30, 2023 | 49.99% |
October 31, 2023 | 49.99% |
September 30, 2023 | 49.99% |
August 31, 2023 | 49.99% |
July 31, 2023 | 49.99% |
June 30, 2023 | 49.99% |
May 31, 2023 | 49.99% |
April 30, 2023 | 49.99% |
March 31, 2023 | 49.99% |
February 28, 2023 | 49.99% |
January 31, 2023 | 49.99% |
December 31, 2022 | 49.99% |
November 30, 2022 | 49.99% |
October 31, 2022 | 49.99% |
September 30, 2022 | 49.99% |
August 31, 2022 | 49.99% |
July 31, 2022 | 49.99% |
June 30, 2022 | 49.99% |
May 31, 2022 | 49.99% |
April 30, 2022 | 49.99% |
Date | Value |
---|---|
March 31, 2022 | 49.99% |
February 28, 2022 | 49.99% |
January 31, 2022 | 49.99% |
December 31, 2021 | 49.99% |
November 30, 2021 | 49.99% |
October 31, 2021 | 49.99% |
September 30, 2021 | 49.99% |
August 31, 2021 | 49.99% |
July 31, 2021 | 49.99% |
June 30, 2021 | 49.99% |
May 31, 2021 | 49.99% |
April 30, 2021 | 49.99% |
March 31, 2021 | 49.99% |
February 28, 2021 | 49.99% |
January 31, 2021 | 49.99% |
December 31, 2020 | 49.99% |
November 30, 2020 | 49.99% |
October 31, 2020 | 49.99% |
September 30, 2020 | 49.99% |
August 31, 2020 | 49.99% |
July 31, 2020 | 49.99% |
June 30, 2020 | 49.99% |
May 31, 2020 | 49.99% |
April 30, 2020 | 49.99% |
March 31, 2020 | 49.99% |
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
27.77%
Minimum
May 2019
49.99%
Maximum
Mar 2020
47.74%
Average
49.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sampo Oyj | 52.25% |
Mandatum PLC | -- |
HSBC Holdings PLC | 63.37% |
Legal & General Group PLC | 62.53% |
Intesa Sanpaolo | 57.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.993 |
Beta (5Y) | 0.9653 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.33% |
Historical Sharpe Ratio (5Y) | 0.4709 |
Historical Sortino (5Y) | 0.5736 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.62% |