Shinhan Financial Group Co Ltd (SHG)
39.52
+0.28
(+0.71%)
USD |
NYSE |
Nov 05, 16:00
39.52
0.00 (0.00%)
After-Hours: 18:20
Shinhan Financial Group Max Drawdown (5Y): 62.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 62.73% |
September 30, 2024 | 62.73% |
August 31, 2024 | 62.73% |
July 31, 2024 | 62.73% |
June 30, 2024 | 62.73% |
May 31, 2024 | 62.73% |
April 30, 2024 | 62.73% |
March 31, 2024 | 62.73% |
February 29, 2024 | 62.73% |
January 31, 2024 | 62.73% |
December 31, 2023 | 62.73% |
November 30, 2023 | 62.73% |
October 31, 2023 | 62.73% |
September 30, 2023 | 62.73% |
August 31, 2023 | 62.73% |
July 31, 2023 | 62.73% |
June 30, 2023 | 62.73% |
May 31, 2023 | 62.73% |
April 30, 2023 | 62.73% |
March 31, 2023 | 62.73% |
February 28, 2023 | 62.73% |
January 31, 2023 | 62.73% |
December 31, 2022 | 62.73% |
November 30, 2022 | 62.73% |
October 31, 2022 | 62.73% |
Date | Value |
---|---|
September 30, 2022 | 62.73% |
August 31, 2022 | 62.73% |
July 31, 2022 | 62.73% |
June 30, 2022 | 62.73% |
May 31, 2022 | 62.73% |
April 30, 2022 | 62.73% |
March 31, 2022 | 62.73% |
February 28, 2022 | 62.73% |
January 31, 2022 | 62.73% |
December 31, 2021 | 62.73% |
November 30, 2021 | 62.73% |
October 31, 2021 | 62.73% |
September 30, 2021 | 62.73% |
August 31, 2021 | 62.73% |
July 31, 2021 | 62.73% |
June 30, 2021 | 62.73% |
May 31, 2021 | 62.73% |
April 30, 2021 | 62.73% |
March 31, 2021 | 62.73% |
February 28, 2021 | 62.73% |
January 31, 2021 | 62.73% |
December 31, 2020 | 62.73% |
November 30, 2020 | 62.73% |
October 31, 2020 | 62.73% |
September 30, 2020 | 62.73% |
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
40.53%
Minimum
Nov 2019
62.73%
Maximum
Mar 2020
61.28%
Average
62.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
KB Financial Group Inc | 64.13% |
Woori Financial Group Inc | 69.16% |
ICICI Bank Ltd | 55.05% |
HDFC Bank Ltd | 54.28% |
Sumitomo Mitsui Financial Group Inc | 47.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.718 |
Beta (5Y) | 0.9199 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.35% |
Historical Sharpe Ratio (5Y) | 0.0666 |
Historical Sortino (5Y) | 0.0979 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.79% |