Grupo Supervielle SA (SUPV)

15.83 +0.34 (+2.20%) USD  |  NYSE  |  Dec 24, 16:00
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Grupo Supervielle Max Drawdown (5Y): 95.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Banco BBVA Argentina SA 91.57%
Banco Macro SA 91.59%
Grupo Financiero Galicia SA 91.70%
Banco Hipotecario SA 0.00%
Brookline Bancorp Inc 54.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.566
Beta (5Y) 2.057
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 73.36%
Historical Sharpe Ratio (5Y) 0.4504
Historical Sortino (5Y) 0.9687
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.91%