Standard Chartered Plc (SCBFF)
29.15
+0.30
(+1.04%)
USD |
OTCM |
Aug 24, 16:00
Standard Chartered Max Drawdown (5Y) : 50.57% for July 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 |
|---|---|
| July 31, 2026 | 50.57% |
| June 30, 2026 | 50.57% |
| May 31, 2026 | 50.57% |
| April 30, 2026 | 50.57% |
| March 31, 2026 | 50.57% |
| February 28, 2026 | 50.57% |
| January 31, 2026 | 50.57% |
| December 31, 2025 | 50.57% |
| November 30, 2025 | 50.57% |
| October 31, 2025 | 59.09% |
| September 30, 2025 | 60.23% |
| August 31, 2025 | 62.50% |
| July 31, 2025 | 63.23% |
| June 30, 2025 | 63.91% |
| May 31, 2025 | 67.73% |
| April 30, 2025 | 70.26% |
| March 31, 2025 | 70.32% |
| February 28, 2025 | 70.32% |
| January 31, 2025 | 70.32% |
| December 31, 2024 | 70.32% |
| November 30, 2024 | 70.32% |
| October 31, 2024 | 70.32% |
| September 30, 2024 | 70.32% |
| August 31, 2024 | 70.32% |
| July 31, 2024 | 70.32% |
| Date | Value |
|---|---|
| June 30, 2024 | 70.32% |
| May 31, 2024 | 70.32% |
| April 30, 2024 | 70.32% |
| March 31, 2024 | 70.32% |
| February 29, 2024 | 70.32% |
| January 31, 2024 | 70.32% |
| December 31, 2023 | 70.32% |
| November 30, 2023 | 70.32% |
| October 31, 2023 | 70.32% |
| September 30, 2023 | 72.68% |
| August 31, 2023 | 72.68% |
| July 31, 2023 | 72.68% |
| June 30, 2023 | 72.68% |
| May 31, 2023 | 72.68% |
| April 30, 2023 | 72.68% |
| March 31, 2023 | 72.68% |
| February 28, 2023 | 72.68% |
| January 31, 2023 | 72.68% |
| December 31, 2022 | 72.68% |
| November 30, 2022 | 72.68% |
| October 31, 2022 | 72.68% |
| September 30, 2022 | 72.68% |
| August 31, 2022 | 72.68% |
| July 31, 2022 | 72.68% |
| June 30, 2022 | 72.68% |
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
| Barclays PLC | 48.18% |
| HSBC Holdings Plc | 46.86% |
| Lloyds Banking Group Plc | 51.33% |
| NatWest Group Plc | 40.71% |
| Close Brothers Group plc | 88.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 30.75 |
| Beta (5Y) | 0.6954 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.36% |
| Historical Sharpe Ratio (5Y) | 1.081 |
| Historical Sortino (5Y) | 1.817 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.03% |