Banco Santander SA (SAN)
4.735
-0.02
(-0.53%)
USD |
NYSE |
Nov 21, 16:00
4.74
0.00 (0.00%)
After-Hours: 18:25
Banco Santander Max Drawdown (5Y): 73.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.82% |
| September 30, 2024 | 73.82% |
| August 31, 2024 | 73.82% |
| July 31, 2024 | 73.82% |
| June 30, 2024 | 73.82% |
| May 31, 2024 | 73.82% |
| April 30, 2024 | 73.82% |
| March 31, 2024 | 73.82% |
| February 29, 2024 | 73.82% |
| January 31, 2024 | 73.82% |
| December 31, 2023 | 73.82% |
| November 30, 2023 | 73.82% |
| October 31, 2023 | 73.82% |
| September 30, 2023 | 73.82% |
| August 31, 2023 | 73.82% |
| July 31, 2023 | 73.82% |
| June 30, 2023 | 73.82% |
| May 31, 2023 | 73.82% |
| April 30, 2023 | 73.82% |
| March 31, 2023 | 73.82% |
| February 28, 2023 | 73.82% |
| January 31, 2023 | 73.82% |
| December 31, 2022 | 73.82% |
| November 30, 2022 | 73.82% |
| October 31, 2022 | 73.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.82% |
| August 31, 2022 | 73.82% |
| July 31, 2022 | 73.82% |
| June 30, 2022 | 73.82% |
| May 31, 2022 | 73.82% |
| April 30, 2022 | 73.82% |
| March 31, 2022 | 73.82% |
| February 28, 2022 | 73.82% |
| January 31, 2022 | 73.82% |
| December 31, 2021 | 73.82% |
| November 30, 2021 | 73.82% |
| October 31, 2021 | 73.82% |
| September 30, 2021 | 73.82% |
| August 31, 2021 | 73.82% |
| July 31, 2021 | 73.82% |
| June 30, 2021 | 73.82% |
| May 31, 2021 | 73.82% |
| April 30, 2021 | 73.82% |
| March 31, 2021 | 73.82% |
| February 28, 2021 | 73.82% |
| January 31, 2021 | 73.82% |
| December 31, 2020 | 73.82% |
| November 30, 2020 | 73.82% |
| October 31, 2020 | 73.82% |
| September 30, 2020 | 73.82% |
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
61.12%
Minimum
Nov 2019
73.82%
Maximum
Sep 2020
72.67%
Average
73.82%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Banco Bilbao Vizcaya Argentaria SA | 69.72% |
| Lloyds Banking Group PLC | 71.93% |
| NatWest Group PLC | 75.68% |
| Banco Santander (Brasil) SA | 69.26% |
| Banco Santander Chile | 63.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.775 |
| Beta (5Y) | 1.131 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.33% |
| Historical Sharpe Ratio (5Y) | 0.1344 |
| Historical Sortino (5Y) | 0.2153 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.30% |