Turkiye Garanti Bankasi AS (TKGBY)
2.625
-0.06
(-2.23%)
USD |
OTCM |
May 15, 13:26
Turkiye Garanti Bankasi Max Drawdown (5Y): 75.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.63% |
March 31, 2024 | 75.63% |
February 29, 2024 | 75.63% |
January 31, 2024 | 75.63% |
December 31, 2023 | 75.63% |
November 30, 2023 | 75.63% |
October 31, 2023 | 75.63% |
September 30, 2023 | 75.63% |
August 31, 2023 | 75.63% |
July 31, 2023 | 75.63% |
June 30, 2023 | 78.04% |
May 31, 2023 | 78.83% |
April 30, 2023 | 78.83% |
March 31, 2023 | 78.83% |
February 28, 2023 | 78.83% |
January 31, 2023 | 78.83% |
December 31, 2022 | 78.83% |
November 30, 2022 | 78.83% |
October 31, 2022 | 78.83% |
September 30, 2022 | 78.83% |
August 31, 2022 | 78.83% |
July 31, 2022 | 78.83% |
June 30, 2022 | 78.83% |
May 31, 2022 | 78.83% |
April 30, 2022 | 78.83% |
Date | Value |
---|---|
March 31, 2022 | 78.83% |
February 28, 2022 | 78.83% |
January 31, 2022 | 78.83% |
December 31, 2021 | 78.83% |
November 30, 2021 | 78.83% |
October 31, 2021 | 78.83% |
September 30, 2021 | 78.83% |
August 31, 2021 | 78.83% |
July 31, 2021 | 78.83% |
June 30, 2021 | 78.83% |
May 31, 2021 | 78.83% |
April 30, 2021 | 78.83% |
March 31, 2021 | 78.83% |
February 28, 2021 | 78.83% |
January 31, 2021 | 78.83% |
December 31, 2020 | 78.83% |
November 30, 2020 | 78.83% |
October 31, 2020 | 78.83% |
September 30, 2020 | 78.83% |
August 31, 2020 | 78.83% |
July 31, 2020 | 78.83% |
June 30, 2020 | 78.83% |
May 31, 2020 | 78.83% |
April 30, 2020 | 78.83% |
March 31, 2020 | 78.83% |
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
75.63%
Minimum
Jul 2023
78.83%
Maximum
May 2019
78.28%
Average
78.83%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.466 |
Beta (5Y) | 0.67 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.39% |
Historical Sharpe Ratio (5Y) | 0.2562 |
Historical Sortino (5Y) | 0.5006 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.56% |