Grupo Supervielle SA (SUPV)
8.85
-0.06
(-0.67%)
USD |
NYSE |
Nov 04, 16:00
8.81
-0.04
(-0.45%)
After-Hours: 20:00
Grupo Supervielle Max Drawdown (5Y): 95.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.98% |
| September 30, 2024 | 95.98% |
| August 31, 2024 | 95.98% |
| July 31, 2024 | 95.98% |
| June 30, 2024 | 95.98% |
| May 31, 2024 | 95.98% |
| April 30, 2024 | 95.98% |
| March 31, 2024 | 95.98% |
| February 29, 2024 | 95.98% |
| January 31, 2024 | 95.98% |
| December 31, 2023 | 95.98% |
| November 30, 2023 | 95.98% |
| October 31, 2023 | 95.98% |
| September 30, 2023 | 95.98% |
| August 31, 2023 | 95.98% |
| July 31, 2023 | 95.98% |
| June 30, 2023 | 95.98% |
| May 31, 2023 | 95.98% |
| April 30, 2023 | 95.98% |
| March 31, 2023 | 95.98% |
| February 28, 2023 | 95.98% |
| January 31, 2023 | 95.98% |
| December 31, 2022 | 95.98% |
| November 30, 2022 | 95.98% |
| October 31, 2022 | 95.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.98% |
| August 31, 2022 | 95.98% |
| July 31, 2022 | 95.98% |
| June 30, 2022 | 95.65% |
| May 31, 2022 | 95.65% |
| April 30, 2022 | 95.65% |
| March 31, 2022 | 95.65% |
| February 28, 2022 | 95.65% |
| January 31, 2022 | 95.65% |
| December 31, 2021 | 95.65% |
| November 30, 2021 | 95.65% |
| October 31, 2021 | 95.65% |
| September 30, 2021 | 95.65% |
| August 31, 2021 | 95.65% |
| July 31, 2021 | 95.65% |
| June 30, 2021 | 95.65% |
| May 31, 2021 | 95.65% |
| April 30, 2021 | 95.65% |
| March 31, 2021 | 95.65% |
| February 28, 2021 | 95.65% |
| January 31, 2021 | 95.65% |
| December 31, 2020 | 95.65% |
| November 30, 2020 | 95.65% |
| October 31, 2020 | 95.65% |
| September 30, 2020 | 95.65% |
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
92.93%
Minimum
Nov 2019
95.98%
Maximum
Jul 2022
95.62%
Average
95.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Banco BBVA Argentina SA | 91.57% |
| Banco Macro SA | 91.59% |
| Grupo Financiero Galicia SA | 91.70% |
| Banco Hipotecario SA | 0.00% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8893 |
| Beta (5Y) | 1.999 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.77% |
| Historical Sharpe Ratio (5Y) | 0.3668 |
| Historical Sortino (5Y) | 0.7821 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.23% |