Svenska Handelsbanken AB (SVNLY)
4.55
0.00 (0.00%)
USD |
OTCM |
May 17, 15:59
Svenska Handelsbanken Max Drawdown (5Y): 47.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.40% |
March 31, 2024 | 47.40% |
February 29, 2024 | 47.40% |
January 31, 2024 | 47.40% |
December 31, 2023 | 47.40% |
November 30, 2023 | 47.40% |
October 31, 2023 | 47.40% |
September 30, 2023 | 47.40% |
August 31, 2023 | 47.40% |
July 31, 2023 | 47.40% |
June 30, 2023 | 47.40% |
May 31, 2023 | 47.40% |
April 30, 2023 | 47.40% |
March 31, 2023 | 47.40% |
February 28, 2023 | 47.40% |
January 31, 2023 | 47.40% |
December 31, 2022 | 47.40% |
November 30, 2022 | 47.40% |
October 31, 2022 | 47.40% |
September 30, 2022 | 47.40% |
August 31, 2022 | 47.40% |
July 31, 2022 | 47.40% |
June 30, 2022 | 47.40% |
May 31, 2022 | 47.40% |
April 30, 2022 | 47.40% |
Date | Value |
---|---|
March 31, 2022 | 47.40% |
February 28, 2022 | 47.40% |
January 31, 2022 | 47.40% |
December 31, 2021 | 47.40% |
November 30, 2021 | 47.40% |
October 31, 2021 | 47.40% |
September 30, 2021 | 47.40% |
August 31, 2021 | 47.40% |
July 31, 2021 | 47.40% |
June 30, 2021 | 47.40% |
May 31, 2021 | 47.40% |
April 30, 2021 | 47.40% |
March 31, 2021 | 47.40% |
February 28, 2021 | 47.40% |
January 31, 2021 | 47.40% |
December 31, 2020 | 47.40% |
November 30, 2020 | 47.40% |
October 31, 2020 | 47.40% |
September 30, 2020 | 47.40% |
August 31, 2020 | 47.40% |
July 31, 2020 | 47.40% |
June 30, 2020 | 47.40% |
May 31, 2020 | 47.40% |
April 30, 2020 | 47.40% |
March 31, 2020 | 47.40% |
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
30.48%
Minimum
May 2019
47.40%
Maximum
Mar 2020
45.53%
Average
47.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Investor AB | 47.64% |
Swedbank AB | 57.05% |
Skandinaviska Enskilda Banken AB | 46.05% |
Intrum AB | 95.69% |
byNordic Acquisition Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.59 |
Beta (5Y) | 0.9088 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.62% |
Historical Sharpe Ratio (5Y) | -0.0152 |
Historical Sortino (5Y) | -0.0204 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.69% |