State Bank of India (SBKFF)
75.40
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
State Bank of India Max Drawdown (5Y): 61.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 61.86% |
February 29, 2024 | 61.86% |
January 31, 2024 | 61.86% |
December 31, 2023 | 61.86% |
November 30, 2023 | 61.86% |
October 31, 2023 | 61.86% |
September 30, 2023 | 61.86% |
August 31, 2023 | 61.86% |
July 31, 2023 | 61.86% |
June 30, 2023 | 61.86% |
May 31, 2023 | 61.86% |
April 30, 2023 | 61.86% |
March 31, 2023 | 61.86% |
February 28, 2023 | 61.86% |
January 31, 2023 | 61.86% |
December 31, 2022 | 61.86% |
November 30, 2022 | 61.86% |
October 31, 2022 | 61.86% |
September 30, 2022 | 61.86% |
August 31, 2022 | 61.86% |
July 31, 2022 | 61.86% |
June 30, 2022 | 61.86% |
May 31, 2022 | 61.86% |
April 30, 2022 | 61.86% |
March 31, 2022 | 61.86% |
Date | Value |
---|---|
February 28, 2022 | 61.86% |
January 31, 2022 | 61.86% |
December 31, 2021 | 61.86% |
November 30, 2021 | 61.86% |
October 31, 2021 | 61.86% |
September 30, 2021 | 61.86% |
August 31, 2021 | 61.86% |
July 31, 2021 | 61.86% |
June 30, 2021 | 61.86% |
May 31, 2021 | 61.86% |
April 30, 2021 | 63.72% |
March 31, 2021 | 67.24% |
February 28, 2021 | 70.63% |
January 31, 2021 | 70.63% |
December 31, 2020 | 70.63% |
November 30, 2020 | 74.85% |
October 31, 2020 | 74.85% |
September 30, 2020 | 74.85% |
August 31, 2020 | 74.85% |
July 31, 2020 | 74.85% |
June 30, 2020 | 74.85% |
May 31, 2020 | 74.85% |
April 30, 2020 | 74.85% |
March 31, 2020 | 74.85% |
February 29, 2020 | 74.85% |
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
61.86%
Minimum
May 2021
74.85%
Maximum
Apr 2019
66.75%
Average
61.86%
Median
May 2021
Max Drawdown (5Y) Benchmarks
HDFC Bank Ltd | 54.28% |
ICICI Bank Ltd | 55.05% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Income Opportunity Realty Investors Inc | 44.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.615 |
Beta (5Y) | 0.4005 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.91% |
Historical Sharpe Ratio (5Y) | 0.2348 |
Historical Sortino (5Y) | 0.3585 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.86% |