Raiffeisen Bank International AG (RAIFY)
4.675
+0.16
(+3.51%)
USD |
OTCM |
Nov 13, 16:00
Raiffeisen Bank International Max Drawdown (5Y): 74.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.16% |
| September 30, 2024 | 74.16% |
| August 31, 2024 | 74.16% |
| July 31, 2024 | 74.16% |
| June 30, 2024 | 74.16% |
| May 31, 2024 | 74.16% |
| April 30, 2024 | 74.16% |
| March 31, 2024 | 74.16% |
| February 29, 2024 | 74.16% |
| January 31, 2024 | 74.16% |
| December 31, 2023 | 74.16% |
| November 30, 2023 | 74.16% |
| October 31, 2023 | 74.16% |
| September 30, 2023 | 74.16% |
| August 31, 2023 | 74.16% |
| July 31, 2023 | 74.16% |
| June 30, 2023 | 74.16% |
| May 31, 2023 | 74.16% |
| April 30, 2023 | 74.16% |
| March 31, 2023 | 74.16% |
| February 28, 2023 | 74.16% |
| January 31, 2023 | 74.16% |
| December 31, 2022 | 74.16% |
| November 30, 2022 | 74.16% |
| October 31, 2022 | 74.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.16% |
| August 31, 2022 | 74.16% |
| July 31, 2022 | 74.16% |
| June 30, 2022 | 72.72% |
| May 31, 2022 | 72.41% |
| April 30, 2022 | 72.41% |
| March 31, 2022 | 70.56% |
| February 28, 2022 | 70.10% |
| January 31, 2022 | 70.10% |
| December 31, 2021 | 70.10% |
| November 30, 2021 | 70.10% |
| October 31, 2021 | 70.10% |
| September 30, 2021 | 70.10% |
| August 31, 2021 | 70.10% |
| July 31, 2021 | 70.10% |
| June 30, 2021 | 70.10% |
| May 31, 2021 | 71.04% |
| April 30, 2021 | 71.04% |
| March 31, 2021 | 72.06% |
| February 28, 2021 | 73.10% |
| January 31, 2021 | 73.10% |
| December 31, 2020 | 74.84% |
| November 30, 2020 | 77.94% |
| October 31, 2020 | 77.94% |
| September 30, 2020 | 77.94% |
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
70.10%
Minimum
Jun 2021
80.12%
Maximum
Nov 2019
74.20%
Average
74.16%
Median
Jul 2022
Max Drawdown (5Y) Benchmarks
| Erste Group Bank AG. | 64.04% |
| Vienna Insurance Group AG | 55.91% |
| Addiko Bank AG | 59.02% |
| Bawag Group AG | 52.89% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.45 |
| Beta (5Y) | 1.592 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.97% |
| Historical Sharpe Ratio (5Y) | -0.0868 |
| Historical Sortino (5Y) | -0.109 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.77% |