Raiffeisen Bank International AG (RAW.DE)

XETRA Deutsche Börse
EUR
AT0000606306
16 August 2010  –  27 March 2024

Performance

Annualized Return
-0.07%
Sharpe Ratio
0.2
Maximum Drawdown
-76.49%

Metrics

Metric Raiffeisen Bank International AG
Initial Balance $10,000
Final Balance $9,909
Returns   [View more details]
Month-To-Date -3.13%
Year-To-Date -2.25%
3M -2.19%
6M 49.27%
Annual Return (3Y) 6.47%
Annual Return (5Y) 5.93%
Annual Return (All) -0.07%
Risk   [View more details]
Annual Volatility 40.52%
Max Drawdown -76.49%
Sharpe Ratio 0.2
Sortino Ratio 0.28
Adjusted Sortino (S/√2) 0.2

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on August 2010.
  • Final balance: The amount of capital we've accrued over time as of March 2024.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 14 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
Raiffeisen Bank International AG 48.35% 6.47% 5.93% 2.14% -0.07% -0.07%

Annual Returns

Year Raiffeisen Bank International AG
2010 25.57%
2011 -51.46%
2012 67.05%
2013 -13.09%
2014 -48.81%
2015 8.11%
2016 29.58%
2017 70.48%
2018 -24.24%
2019 4.74%
2020 -13.19%
2021 61.98%
2022 -34.38%
2023 27.99%
2024 -2.25%

Raiffeisen Bank International AG had 8 positive years and 7 negative years. That's a positive ratio of 53%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2010 - - - - - - - 0.2% 4.5% 17.4% -6.6% 9.4% 25.6%
2011 3.6% -0.1% -8% -5.3% 1.8% -5.9% 0.7% -17.3% -18.5% -12.5% -15.8% 12.4% -51.5%
2012 33.5% 4.3% -2.3% -4.8% -11% 16.3% 4.9% 1.5% 7.1% 7.4% 3.9% -2.1% 67.1%
2013 5.5% -11.8% -7.2% -1% -0.6% -15.6% 8.9% 14.1% -7% 10.5% 0.4% -5.5% -13.1%
2014 10.8% -11.2% -2.6% -7.4% 7.6% -1.6% -11% -5.5% -11.1% -1.3% -2.2% -24.5% -48.8%
2015 -18.6% 30.8% -3.8% 16.3% -7.6% -7% 2.1% -8.4% -4.4% 24% 3.5% -7.9% 8.1%
2016 -16.6% 6.7% 8.1% 5.7% -13.9% -7.6% 7.4% 6% 7.9% 11.1% 13.5% 3.2% 29.6%
2017 16.8% 1.8% 0.1% -0.9% 12.2% -6% 13% 10.2% 3.5% 8.3% -2.6% 1.1% 70.5%
2018 14.7% -7.6% -1.2% -11.7% -4.8% 0.8% 10% -15.5% 1.9% -3.2% 8.5% -14.3% -24.2%
2019 3.4% -2.9% -11.4% 19.6% -12.3% 3.7% 2.7% -6.1% 7.1% 3.1% -2.9% 4.8% 4.7%
2020 -7.8% -11.8% -26.4% 17.7% 4.7% 2.6% -7.8% 3.1% -13% 3.5% 29.2% 3.7% -13.2%
2021 -3.5% 4% 11.3% 0.5% 7.3% -2.5% 4% 3% 11% 10.5% 6.9% -1.8% 62%
2022 -3.3% -39.8% -13.7% -7.1% 14.3% -16.9% 13.4% 6.6% -2.9% 16.2% 4.9% 3.4% -34.4%
2023 6.8% -4.2% -9.5% -2.2% -2.7% 6.4% 2.6% -11.1% 4.5% -0.7% 17.5% 22.6% 28%
2024 3.3% -2.3% -3.1% - - - - - - - - - -2.3%
Pos 64.3% 35.7% 21.4% 38.5% 46.2% 38.5% 84.6% 57.1% 57.1% 71.4% 64.3% 57.1% 53.3%
Avg 3.5% -3.1% -5% 1.5% -0.4% -2.6% 3.9% -1.4% -0.7% 6.7% 4.2% 0.3% 7.2%

Other Return Metrics

Metric Raiffeisen Bank International AG
Cumulative Return -0.91%
Enh Ann Return 6.85%
Best Year 70.48%
Worst Year -51.46%
Best Month 33.54%
Worst Month -39.76%
Best Day 18.14%
Worst Day -23.72%
Win Ratio (Yearly) 53.33%
Win Ratio (Quarterly) 52.73%
Win Ratio (Monthly) 53.05%
Win Ratio (Daily) 51.84%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
Raiffeisen Bank International AG 30.43% 40.07% 39.32% 39.04% 40.52% 40.52%

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
Raiffeisen Bank International AG 1.43 0.36 0.35 0.25 0.2 0.2

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

Raiffeisen Bank International AG

start valley end days Drawdown
2011-02-10 2015-01-28 - 4794 -76.49%
2010-10-27 2010-11-30 2011-01-03 68 -10.98%
2010-08-18 2010-08-25 2010-09-13 26 -10.28%
2011-01-20 2011-01-25 2011-02-07 18 -7.21%
2010-09-14 2010-10-04 2010-10-06 22 -6.3%

The Raiffeisen Bank International AG took approximately 33 months on average to recover from a major drawdown. The longest drawdown lasted 160 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric Raiffeisen Bank International AG
Sharpe Ratio 0.2
Sortino Ratio 0.28
Adjusted Sortino (S/√2) 0.2
Calmar Ratio -0
Omega Ratio 1.04
Gain to Pain Ratio 0.04
Winckel Ratio 53.33
Ulcer Index 0.44
Kelly Criterion 1.91%
Skew -0.32
Kurtosis 7.29
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