Standard Chartered PLC (SCBFF)
11.95
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Standard Chartered Max Drawdown (5Y): 68.93% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 68.93% |
| August 31, 2024 | 68.93% |
| July 31, 2024 | 68.93% |
| June 30, 2024 | 68.93% |
| May 31, 2024 | 68.93% |
| April 30, 2024 | 68.93% |
| March 31, 2024 | 68.93% |
| February 29, 2024 | 68.93% |
| January 31, 2024 | 68.93% |
| December 31, 2023 | 68.93% |
| November 30, 2023 | 68.93% |
| October 31, 2023 | 68.93% |
| September 30, 2023 | 68.93% |
| August 31, 2023 | 68.93% |
| July 31, 2023 | 68.93% |
| June 30, 2023 | 68.93% |
| May 31, 2023 | 68.93% |
| April 30, 2023 | 68.93% |
| March 31, 2023 | 68.93% |
| February 28, 2023 | 68.93% |
| January 31, 2023 | 68.93% |
| December 31, 2022 | 68.93% |
| November 30, 2022 | 68.93% |
| October 31, 2022 | 68.93% |
| September 30, 2022 | 68.93% |
| Date | Value |
|---|---|
| August 31, 2022 | 68.93% |
| July 31, 2022 | 68.93% |
| June 30, 2022 | 68.93% |
| May 31, 2022 | 68.93% |
| April 30, 2022 | 68.93% |
| March 31, 2022 | 68.93% |
| February 28, 2022 | 68.93% |
| January 31, 2022 | 68.93% |
| December 31, 2021 | 68.93% |
| November 30, 2021 | 68.93% |
| October 31, 2021 | 68.93% |
| September 30, 2021 | 68.93% |
| August 31, 2021 | 68.93% |
| July 31, 2021 | 68.93% |
| June 30, 2021 | 68.93% |
| May 31, 2021 | 68.93% |
| April 30, 2021 | 68.93% |
| March 31, 2021 | 69.88% |
| February 28, 2021 | 70.10% |
| January 31, 2021 | 73.95% |
| December 31, 2020 | 73.95% |
| November 30, 2020 | 76.00% |
| October 31, 2020 | 76.00% |
| September 30, 2020 | 76.00% |
| August 31, 2020 | 76.00% |
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
68.93%
Minimum
Apr 2021
76.00%
Maximum
Nov 2019
70.69%
Average
68.93%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| HSBC Holdings PLC | 63.37% |
| Prudential PLC | 63.36% |
| Willis Towers Watson PLC | 32.95% |
| Argo Blockchain PLC | -- |
| Marex Group PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.761 |
| Beta (5Y) | 0.7703 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.63% |
| Historical Sharpe Ratio (5Y) | 0.1267 |
| Historical Sortino (5Y) | 0.1994 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.99% |