Banco Santander SA (SAN)

4.51 -0.03 (-0.66%) USD  |  NYSE  |  Dec 20, 16:00
4.53 +0.02 (+0.44%) After-Hours: 20:00
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Banco Santander Max Drawdown (5Y): 73.82% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Banco Bilbao Vizcaya Argentaria SA 69.72%
Barclays PLC 76.01%
NatWest Group PLC 75.68%
Banco Santander (Brasil) SA 69.26%
Banco Santander Chile 63.90%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.617
Beta (5Y) 1.108
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.32%
Historical Sharpe Ratio (5Y) 0.1197
Historical Sortino (5Y) 0.1918
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.30%