Storebrand ASA (SREDF)

11.19 0.00 (0.00%) USD  |  OTCM  |  Dec 13, 16:00
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Storebrand Max Drawdown (5Y): 64.82% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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DNB Bank ASA --
SpareBank 1 SMN --
ABG Sundal Collier Holding ASA 99.66%
Sparebanken Vest AS 0.00%
SpareBank 1 Sor Norge ASA --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.435
Beta (5Y) 0.8240
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.18%
Historical Sharpe Ratio (5Y) 0.2949
Historical Sortino (5Y) 0.4161
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.77%