Banco Santander SA (SAN)
5.11
+0.05
(+0.99%)
USD |
NYSE |
Apr 26, 16:00
5.15
+0.04
(+0.78%)
After-Hours: 17:15
Banco Santander Max Drawdown (5Y): 73.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 71.48% |
July 31, 2020 | 71.48% |
June 30, 2020 | 71.48% |
May 31, 2020 | 71.48% |
April 30, 2020 | 70.45% |
March 31, 2020 | 68.41% |
February 29, 2020 | 61.12% |
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
Apr 2019
73.82%
Maximum
Sep 2020
71.19%
Average
73.82%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Banco Bilbao Vizcaya Argentaria SA | 69.72% |
Barclays PLC | 76.01% |
HSBC Holdings PLC | 63.37% |
Lloyds Banking Group PLC | 71.47% |
NatWest Group PLC | 75.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.00 |
Beta (5Y) | 1.207 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.58% |
Historical Sharpe Ratio (5Y) | 0.0634 |
Historical Sortino (5Y) | 0.1027 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.62% |