Shinhan Financial Group Co Ltd (SHG)

33.88 +0.04 (+0.12%) USD  |  NYSE  |  Dec 23, 10:16
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Shinhan Financial Group Max Drawdown (5Y): 62.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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KB Financial Group Inc 64.13%
Woori Financial Group Inc 69.16%
HDFC Bank Ltd 54.28%
ICICI Bank Ltd 55.05%
The9 Ltd 99.57%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.06
Beta (5Y) 0.9122
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.28%
Historical Sharpe Ratio (5Y) 0.0659
Historical Sortino (5Y) 0.0969
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.67%