Standard Bank Group Ltd (SGBLY)
10.60
+0.07
(+0.66%)
USD |
OTCM |
May 20, 15:59
Standard Bank Group Max Drawdown (5Y): 73.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.20% |
March 31, 2024 | 73.20% |
February 29, 2024 | 73.20% |
January 31, 2024 | 73.20% |
December 31, 2023 | 73.20% |
November 30, 2023 | 73.20% |
October 31, 2023 | 73.20% |
September 30, 2023 | 73.20% |
August 31, 2023 | 73.20% |
July 31, 2023 | 73.20% |
June 30, 2023 | 73.20% |
May 31, 2023 | 73.20% |
April 30, 2023 | 73.20% |
March 31, 2023 | 73.20% |
February 28, 2023 | 73.20% |
January 31, 2023 | 73.20% |
December 31, 2022 | 73.20% |
November 30, 2022 | 73.20% |
October 31, 2022 | 73.20% |
September 30, 2022 | 73.20% |
August 31, 2022 | 73.20% |
July 31, 2022 | 73.20% |
June 30, 2022 | 73.20% |
May 31, 2022 | 73.20% |
April 30, 2022 | 73.20% |
Date | Value |
---|---|
March 31, 2022 | 73.20% |
February 28, 2022 | 73.20% |
January 31, 2022 | 73.20% |
December 31, 2021 | 73.20% |
November 30, 2021 | 73.20% |
October 31, 2021 | 73.20% |
September 30, 2021 | 73.20% |
August 31, 2021 | 73.20% |
July 31, 2021 | 73.20% |
June 30, 2021 | 73.20% |
May 31, 2021 | 73.20% |
April 30, 2021 | 73.20% |
March 31, 2021 | 73.20% |
February 28, 2021 | 73.20% |
January 31, 2021 | 73.20% |
December 31, 2020 | 73.20% |
November 30, 2020 | 73.20% |
October 31, 2020 | 73.20% |
September 30, 2020 | 73.20% |
August 31, 2020 | 73.20% |
July 31, 2020 | 73.20% |
June 30, 2020 | 73.20% |
May 31, 2020 | 73.20% |
April 30, 2020 | 73.20% |
March 31, 2020 | 73.20% |
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
59.11%
Minimum
May 2019
73.20%
Maximum
Mar 2020
70.85%
Average
73.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Jse Ltd | 68.68% |
Investec Ltd | 82.53% |
Nedbank Group Ltd | 82.84% |
Sanlam Ltd | 67.69% |
Capitec Bank Holdings Ltd | 59.59% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.45 |
Beta (5Y) | 1.055 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.98% |
Historical Sharpe Ratio (5Y) | -0.0903 |
Historical Sortino (5Y) | -0.1328 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |