Skandinaviska Enskilda Banken AB (SVKEF)
14.10
-0.29
(-2.02%)
USD |
OTCM |
May 17, 16:00
Skandinaviska Enskilda Banken Max Drawdown (5Y): 46.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.05% |
March 31, 2024 | 46.05% |
February 29, 2024 | 46.05% |
January 31, 2024 | 46.05% |
December 31, 2023 | 46.05% |
November 30, 2023 | 46.05% |
October 31, 2023 | 46.05% |
September 30, 2023 | 46.05% |
August 31, 2023 | 46.05% |
July 31, 2023 | 46.05% |
June 30, 2023 | 46.05% |
May 31, 2023 | 46.05% |
April 30, 2023 | 46.05% |
March 31, 2023 | 46.05% |
February 28, 2023 | 46.05% |
January 31, 2023 | 46.05% |
December 31, 2022 | 46.05% |
November 30, 2022 | 46.05% |
October 31, 2022 | 46.05% |
September 30, 2022 | 46.05% |
August 31, 2022 | 46.05% |
July 31, 2022 | 46.05% |
June 30, 2022 | 46.05% |
May 31, 2022 | 46.05% |
April 30, 2022 | 46.05% |
Date | Value |
---|---|
March 31, 2022 | 46.05% |
February 28, 2022 | 46.05% |
January 31, 2022 | 46.05% |
December 31, 2021 | 46.05% |
November 30, 2021 | 46.05% |
October 31, 2021 | 46.05% |
September 30, 2021 | 46.05% |
August 31, 2021 | 46.05% |
July 31, 2021 | 46.05% |
June 30, 2021 | 46.05% |
May 31, 2021 | 46.05% |
April 30, 2021 | 46.05% |
March 31, 2021 | 46.05% |
February 28, 2021 | 46.05% |
January 31, 2021 | 46.05% |
December 31, 2020 | 46.05% |
November 30, 2020 | 46.05% |
October 31, 2020 | 46.05% |
September 30, 2020 | 46.05% |
August 31, 2020 | 46.05% |
July 31, 2020 | 46.05% |
June 30, 2020 | 46.05% |
May 31, 2020 | 46.05% |
April 30, 2020 | 46.05% |
March 31, 2020 | 46.05% |
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
34.45%
Minimum
May 2019
46.05%
Maximum
Mar 2020
44.11%
Average
46.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Investor AB | 47.64% |
Swedbank AB | 57.05% |
Svenska Handelsbanken AB | 47.40% |
Intrum AB | 95.69% |
byNordic Acquisition Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5632 |
Beta (5Y) | 0.8286 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.29% |
Historical Sharpe Ratio (5Y) | 0.3034 |
Historical Sortino (5Y) | 0.3504 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.26% |