Standard Bank Group Ltd. (SBGOF)
19.64
-0.05
(-0.24%)
USD |
OTCM |
Jun 10, 16:00
Standard Bank Group Max Drawdown (5Y) : 61.76% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 61.76% |
| April 30, 2026 | 61.76% |
| March 31, 2026 | 62.77% |
| February 28, 2026 | 62.77% |
| January 31, 2026 | 62.77% |
| December 31, 2025 | 62.77% |
| November 30, 2025 | 62.77% |
| October 31, 2025 | 62.77% |
| September 30, 2025 | 62.99% |
| August 31, 2025 | 64.83% |
| July 31, 2025 | 64.83% |
| June 30, 2025 | 64.83% |
| May 31, 2025 | 68.68% |
| April 30, 2025 | 68.68% |
| March 31, 2025 | 68.68% |
| February 28, 2025 | 68.68% |
| January 31, 2025 | 68.68% |
| December 31, 2024 | 68.68% |
| November 30, 2024 | 68.68% |
| October 31, 2024 | 68.68% |
| September 30, 2024 | 68.68% |
| August 31, 2024 | 68.68% |
| July 31, 2024 | 68.68% |
| June 30, 2024 | 68.68% |
| May 31, 2024 | 68.68% |
| Date | Value |
|---|---|
| April 30, 2024 | 68.68% |
| March 31, 2024 | 68.68% |
| February 29, 2024 | 68.68% |
| January 31, 2024 | 68.68% |
| December 31, 2023 | 68.68% |
| November 30, 2023 | 68.68% |
| October 31, 2023 | 68.68% |
| September 30, 2023 | 68.68% |
| August 31, 2023 | 68.68% |
| July 31, 2023 | 68.68% |
| June 30, 2023 | 68.68% |
| May 31, 2023 | 68.68% |
| April 30, 2023 | 68.68% |
| March 31, 2023 | 68.68% |
| February 28, 2023 | 68.68% |
| January 31, 2023 | 68.68% |
| December 31, 2022 | 68.68% |
| November 30, 2022 | 68.68% |
| October 31, 2022 | 68.68% |
| September 30, 2022 | 68.68% |
| August 31, 2022 | 68.68% |
| July 31, 2022 | 68.68% |
| June 30, 2022 | 68.68% |
| May 31, 2022 | 68.68% |
| April 30, 2022 | 68.68% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Hilltop Holdings, Inc. | 36.03% |
| Investec Ltd. | 54.35% |
| Nedbank Group Ltd. | 57.08% |
| Türkiye Vakiflar Bankasi TAO | 87.83% |
| Capitec Bank Holdings Ltd. | 56.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 30.50 |
| Beta (5Y) | 0.1172 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.50% |
| Historical Sharpe Ratio (5Y) | 0.8246 |
| Historical Sortino (5Y) | 1.719 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.33% |