Shinhan Financial Group Co., Ltd. (SHG)
78.63
+0.60
(+0.77%)
USD |
NYSE |
Oct 05, 10:49
Shinhan Financial Group Max Drawdown (5Y) : 46.15% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 46.15% |
| August 31, 2026 | 46.15% |
| July 31, 2026 | 46.15% |
| June 30, 2026 | 46.15% |
| May 31, 2026 | 46.15% |
| April 30, 2026 | 46.15% |
| March 31, 2026 | 46.15% |
| February 28, 2026 | 46.15% |
| January 31, 2026 | 46.15% |
| December 31, 2025 | 46.15% |
| November 30, 2025 | 46.15% |
| October 31, 2025 | 46.15% |
| September 30, 2025 | 52.07% |
| August 31, 2025 | 52.55% |
| July 31, 2025 | 52.55% |
| June 30, 2025 | 52.55% |
| May 31, 2025 | 52.55% |
| April 30, 2025 | 52.55% |
| March 31, 2025 | 55.32% |
| February 28, 2025 | 64.12% |
| January 31, 2025 | 64.12% |
| December 31, 2024 | 64.12% |
| November 30, 2024 | 64.12% |
| October 31, 2024 | 64.12% |
| September 30, 2024 | 64.12% |
| Date | Value |
|---|---|
| August 31, 2024 | 64.12% |
| July 31, 2024 | 64.12% |
| June 30, 2024 | 64.12% |
| May 31, 2024 | 64.12% |
| April 30, 2024 | 64.12% |
| March 31, 2024 | 64.12% |
| February 29, 2024 | 64.12% |
| January 31, 2024 | 64.12% |
| December 31, 2023 | 64.12% |
| November 30, 2023 | 64.12% |
| October 31, 2023 | 64.12% |
| September 30, 2023 | 64.12% |
| August 31, 2023 | 64.12% |
| July 31, 2023 | 64.12% |
| June 30, 2023 | 64.12% |
| May 31, 2023 | 64.12% |
| April 30, 2023 | 64.12% |
| March 31, 2023 | 64.12% |
| February 28, 2023 | 64.12% |
| January 31, 2023 | 64.12% |
| December 31, 2022 | 64.12% |
| November 30, 2022 | 64.12% |
| October 31, 2022 | 64.12% |
| September 30, 2022 | 64.12% |
| August 31, 2022 | 64.12% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| HDFC Bank Ltd. | 43.01% |
| KB Financial Group, Inc. | 42.91% |
| Woori Financial Group, Inc. | 49.52% |
| ICICI Bank Ltd. | 26.24% |
| Banco BBVA Argentina SA | 91.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.35 |
| Beta (5Y) | 0.9814 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.24% |
| Historical Sharpe Ratio (5Y) | 0.667 |
| Historical Sortino (5Y) | 1.238 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.44% |