PKO Bank Polski SA (PSZKY)
14.50
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
PKO Bank Polski Max Drawdown (5Y): 64.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.36% |
March 31, 2024 | 64.36% |
February 29, 2024 | 64.36% |
January 31, 2024 | 64.36% |
December 31, 2023 | 64.36% |
November 30, 2023 | 64.36% |
October 31, 2023 | 64.36% |
September 30, 2023 | 64.36% |
August 31, 2023 | 64.36% |
July 31, 2023 | 64.36% |
June 30, 2023 | 64.36% |
May 31, 2023 | 64.36% |
April 30, 2023 | 64.36% |
March 31, 2023 | 64.36% |
February 28, 2023 | 64.36% |
January 31, 2023 | 64.36% |
December 31, 2022 | 64.36% |
November 30, 2022 | 64.36% |
October 31, 2022 | 64.36% |
September 30, 2022 | 64.36% |
August 31, 2022 | 64.36% |
July 31, 2022 | 64.36% |
June 30, 2022 | 64.36% |
May 31, 2022 | 64.36% |
April 30, 2022 | 64.36% |
Date | Value |
---|---|
March 31, 2022 | 64.36% |
February 28, 2022 | 64.36% |
January 31, 2022 | 64.36% |
December 31, 2021 | 64.36% |
November 30, 2021 | 64.36% |
October 31, 2021 | 64.36% |
September 30, 2021 | 64.36% |
August 31, 2021 | 64.36% |
July 31, 2021 | 64.36% |
June 30, 2021 | 64.36% |
May 31, 2021 | 64.36% |
April 30, 2021 | 64.36% |
March 31, 2021 | 64.36% |
February 28, 2021 | 64.36% |
January 31, 2021 | 64.36% |
December 31, 2020 | 64.36% |
November 30, 2020 | 64.36% |
October 31, 2020 | 64.36% |
September 30, 2020 | 62.12% |
August 31, 2020 | 62.12% |
July 31, 2020 | 62.12% |
June 30, 2020 | 62.12% |
May 31, 2020 | 62.12% |
April 30, 2020 | 59.73% |
March 31, 2020 | 59.73% |
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
59.73%
Minimum
May 2019
64.36%
Maximum
Oct 2020
63.24%
Average
64.36%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
mBank SA | -- |
Kruk SA | -- |
Alior Bank SA | -- |
Powszechny Zaklad Ubezpieczen SA | -- |
Bank Polska Kasa Opieki SA | 71.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.168 |
Beta (5Y) | 0.4356 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.44% |
Historical Sharpe Ratio (5Y) | 0.0832 |
Historical Sortino (5Y) | 0.2255 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.05% |