Storebrand ASA (SREDF)
10.95
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Storebrand Max Drawdown (5Y): 64.82% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 64.82% |
| August 31, 2024 | 64.82% |
| July 31, 2024 | 64.82% |
| June 30, 2024 | 64.82% |
| May 31, 2024 | 64.82% |
| April 30, 2024 | 64.82% |
| March 31, 2024 | 64.82% |
| February 29, 2024 | 64.82% |
| January 31, 2024 | 64.82% |
| December 31, 2023 | 64.82% |
| November 30, 2023 | 64.82% |
| October 31, 2023 | 64.82% |
| September 30, 2023 | 64.82% |
| August 31, 2023 | 64.82% |
| July 31, 2023 | 64.82% |
| June 30, 2023 | 64.82% |
| May 31, 2023 | 64.82% |
| April 30, 2023 | 64.82% |
| March 31, 2023 | 64.82% |
| February 28, 2023 | 64.82% |
| January 31, 2023 | 64.82% |
| December 31, 2022 | 64.82% |
| November 30, 2022 | 64.82% |
| October 31, 2022 | 64.82% |
| September 30, 2022 | 64.82% |
| Date | Value |
|---|---|
| August 31, 2022 | 64.82% |
| July 31, 2022 | 64.82% |
| June 30, 2022 | 64.82% |
| May 31, 2022 | 64.82% |
| April 30, 2022 | 64.82% |
| March 31, 2022 | 64.82% |
| February 28, 2022 | 64.82% |
| January 31, 2022 | 64.82% |
| December 31, 2021 | 64.82% |
| November 30, 2021 | 64.82% |
| October 31, 2021 | 64.82% |
| September 30, 2021 | 64.82% |
| August 31, 2021 | 64.82% |
| July 31, 2021 | 64.82% |
| June 30, 2021 | 64.82% |
| May 31, 2021 | 64.82% |
| April 30, 2021 | 64.82% |
| March 31, 2021 | 64.82% |
| February 28, 2021 | 64.82% |
| January 31, 2021 | 64.82% |
| December 31, 2020 | 64.82% |
| November 30, 2020 | 64.82% |
| October 31, 2020 | 64.82% |
| September 30, 2020 | 64.82% |
| August 31, 2020 | 65.50% |
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
64.82%
Minimum
Sep 2020
68.00%
Maximum
Nov 2019
65.31%
Average
64.82%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| DNB Bank ASA | -- |
| Gjensidige Forsikring ASA | 43.65% |
| SpareBank 1 SMN | -- |
| ABG Sundal Collier Holding ASA | 99.66% |
| Sparebanken Vest AS | 0.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3187 |
| Beta (5Y) | 0.8391 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.04% |
| Historical Sharpe Ratio (5Y) | 0.2739 |
| Historical Sortino (5Y) | 0.3911 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.77% |