Risk Analysis
ICICIBANK Risk & Volatility Profile
Based on 740 days of price history. Factual statistics, no recommendations.
Annualised Volatility
18.4%
Low volatility
Max Drawdown
-19.0%
169 days peak-to-trough
Beta vs Nifty
—
—
Return/Vol Ratio
0.77
Simple Sharpe proxy
Volatility Regime
Low — 18.4% annualised
ICICIBANK shows lower-than-average volatility, typical of stable large-caps and defensive sectors.
Drawdown History
Worst Drawdown
-19.0%
From Jul 25 to Mar 26
169 days of decline
Recovery
Not recovered
Still below the previous peak
Currently 9.4% below the 3-year high
Historical Returns
1 Month
+7.8%
3 Months
-4.5%
1 Year
-0.6%
3 Years
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52-Week Range
₹1,206Range: 23%₹1,489
Risk statistics computed from historical price data. Past volatility does not predict future risk. YieldIQ is not registered with SEBI as an investment adviser.