Standard Chartered Plc (SCBFY)
56.15
-0.64
(-1.13%)
USD |
OTCM |
Oct 16, 16:00
Standard Chartered Max Drawdown (5Y) : 41.81% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 41.81% |
| August 31, 2026 | 41.81% |
| July 31, 2026 | 41.81% |
| June 30, 2026 | 41.81% |
| May 31, 2026 | 41.81% |
| April 30, 2026 | 41.81% |
| March 31, 2026 | 41.81% |
| February 28, 2026 | 41.81% |
| January 31, 2026 | 41.81% |
| December 31, 2025 | 41.81% |
| November 30, 2025 | 41.81% |
| October 31, 2025 | 51.28% |
| September 30, 2025 | 51.98% |
| August 31, 2025 | 55.09% |
| July 31, 2025 | 55.09% |
| June 30, 2025 | 55.09% |
| May 31, 2025 | 55.09% |
| April 30, 2025 | 55.09% |
| March 31, 2025 | 55.09% |
| February 28, 2025 | 55.09% |
| January 31, 2025 | 55.09% |
| December 31, 2024 | 55.09% |
| November 30, 2024 | 55.09% |
| October 31, 2024 | 55.09% |
| September 30, 2024 | 55.09% |
| Date | Value |
|---|---|
| August 31, 2024 | 55.09% |
| July 31, 2024 | 55.09% |
| June 30, 2024 | 55.09% |
| May 31, 2024 | 55.09% |
| April 30, 2024 | 55.09% |
| March 31, 2024 | 55.09% |
| February 29, 2024 | 55.09% |
| January 31, 2024 | 55.09% |
| December 31, 2023 | 55.09% |
| November 30, 2023 | 55.09% |
| October 31, 2023 | 55.09% |
| September 30, 2023 | 55.09% |
| August 31, 2023 | 55.09% |
| July 31, 2023 | 55.09% |
| June 30, 2023 | 55.09% |
| May 31, 2023 | 55.09% |
| April 30, 2023 | 55.09% |
| March 31, 2023 | 55.09% |
| February 28, 2023 | 55.09% |
| January 31, 2023 | 55.09% |
| December 31, 2022 | 55.09% |
| November 30, 2022 | 55.09% |
| October 31, 2022 | 55.09% |
| September 30, 2022 | 55.09% |
| August 31, 2022 | 55.09% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Barclays PLC | 48.18% |
| HSBC Holdings Plc | 43.49% |
| Lloyds Banking Group Plc | 51.33% |
| NatWest Group Plc | 40.71% |
| Close Brothers Group plc | 88.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 32.20 |
| Beta (5Y) | 0.6922 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.74% |
| Historical Sharpe Ratio (5Y) | 1.195 |
| Historical Sortino (5Y) | 1.960 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.02% |