Nordea Bank Abp (NRDBY)
11.14
-0.14
(-1.24%)
USD |
OTCM |
Nov 13, 16:00
Nordea Bank Abp Max Drawdown (5Y): 58.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.13% |
| September 30, 2024 | 58.13% |
| August 31, 2024 | 58.13% |
| July 31, 2024 | 58.13% |
| June 30, 2024 | 58.13% |
| May 31, 2024 | 58.13% |
| April 30, 2024 | 58.13% |
| March 31, 2024 | 58.13% |
| February 29, 2024 | 58.13% |
| January 31, 2024 | 58.13% |
| December 31, 2023 | 58.13% |
| November 30, 2023 | 58.13% |
| October 31, 2023 | 58.13% |
| September 30, 2023 | 58.13% |
| August 31, 2023 | 58.13% |
| July 31, 2023 | 58.13% |
| June 30, 2023 | 58.13% |
| May 31, 2023 | 58.13% |
| April 30, 2023 | 58.13% |
| March 31, 2023 | 58.13% |
| February 28, 2023 | 58.13% |
| January 31, 2023 | 58.13% |
| December 31, 2022 | 58.13% |
| November 30, 2022 | 58.13% |
| October 31, 2022 | 58.13% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.13% |
| August 31, 2022 | 58.13% |
| July 31, 2022 | 58.13% |
| June 30, 2022 | 58.13% |
| May 31, 2022 | 58.13% |
| April 30, 2022 | 58.13% |
| March 31, 2022 | 58.13% |
| February 28, 2022 | 58.13% |
| January 31, 2022 | 58.13% |
| December 31, 2021 | 58.13% |
| November 30, 2021 | 58.13% |
| October 31, 2021 | 58.13% |
| September 30, 2021 | 58.13% |
| August 31, 2021 | 58.13% |
| July 31, 2021 | 58.13% |
| June 30, 2021 | 58.13% |
| May 31, 2021 | 58.13% |
| April 30, 2021 | 58.13% |
| March 31, 2021 | 58.13% |
| February 28, 2021 | 58.13% |
| January 31, 2021 | 58.13% |
| December 31, 2020 | 58.13% |
| November 30, 2020 | 58.13% |
| October 31, 2020 | 58.13% |
| September 30, 2020 | 58.13% |
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
49.17%
Minimum
Nov 2019
58.13%
Maximum
Mar 2020
57.54%
Average
58.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sampo Oyj | 52.25% |
| Mandatum PLC | -- |
| Commerce Bancshares Inc | 38.21% |
| Huntington Bancshares Inc | 55.00% |
| Texas Capital Bancshares Inc | 81.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.610 |
| Beta (5Y) | 0.9327 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.61% |
| Historical Sharpe Ratio (5Y) | 0.5623 |
| Historical Sortino (5Y) | 0.6646 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.07% |