PKO Bank Polski SA (PSZKY)
22.28
+0.38
(+1.74%)
USD |
OTCM |
Dec 11, 13:00
PKO Bank Polski Max Drawdown (5Y): 66.77% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| mBank SA | 0.00% |
| KRUK SA | 26.62% |
| Alior Bank SA | 90.68% |
| Powszechny Zaklad Ubezpieczen SA | 59.59% |
| Bank Polska Kasa Opieki SA | 68.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 30.60 |
| Beta (5Y) | 0.3671 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 93.87% |
| Historical Sharpe Ratio (5Y) | 0.3734 |
| Historical Sortino (5Y) | 1.147 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.25% |