Indra Sistemas SA (ISMAF)
17.23
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Indra Sistemas Max Drawdown (5Y): 29.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 29.36% |
| March 31, 2024 | 29.36% |
| February 29, 2024 | 29.36% |
| January 31, 2024 | 29.36% |
| December 31, 2023 | 29.36% |
| November 30, 2023 | 29.36% |
| October 31, 2023 | 29.36% |
| September 30, 2023 | 29.36% |
| August 31, 2023 | 29.36% |
| July 31, 2023 | 29.36% |
| June 30, 2023 | 29.36% |
| May 31, 2023 | 29.36% |
| April 30, 2023 | 29.36% |
| March 31, 2023 | 29.36% |
| February 28, 2023 | 29.36% |
| January 31, 2023 | 29.36% |
| December 31, 2022 | 29.36% |
| November 30, 2022 | 29.36% |
| October 31, 2022 | 29.36% |
| September 30, 2022 | 29.36% |
| August 31, 2022 | 29.36% |
| July 31, 2022 | 29.36% |
| June 30, 2022 | 29.36% |
| May 31, 2022 | 29.36% |
| April 30, 2022 | 29.36% |
| Date | Value |
|---|---|
| March 31, 2022 | 29.36% |
| February 28, 2022 | 23.53% |
| January 31, 2022 | 23.53% |
| December 31, 2021 | 23.53% |
| November 30, 2021 | 23.53% |
| October 31, 2021 | 23.53% |
| September 30, 2021 | 23.53% |
| August 31, 2021 | 23.53% |
| July 31, 2021 | 23.53% |
| June 30, 2021 | 23.53% |
| May 31, 2021 | 23.53% |
| April 30, 2021 | 23.53% |
| March 31, 2021 | 23.53% |
| February 28, 2021 | 23.53% |
| January 31, 2021 | 23.53% |
| December 31, 2020 | 23.53% |
| November 30, 2020 | 23.53% |
| October 31, 2020 | 23.53% |
| September 30, 2020 | 23.53% |
| August 31, 2020 | 23.14% |
| July 31, 2020 | 12.51% |
| June 30, 2020 | 12.51% |
| May 31, 2020 | 12.51% |
| April 30, 2020 | 12.51% |
| March 31, 2020 | 12.51% |
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
--
Minimum
May 2019
29.36%
Maximum
Mar 2022
22.67%
Average
23.53%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Global Dominion Access SA | -- |
| Amadeus IT Group SA | 58.69% |
| Wallbox NV | -- |
| Turbo Energy SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.636 |
| Beta (5Y) | 0.138 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.20% |
| Historical Sharpe Ratio (5Y) | 0.2587 |
| Historical Sortino (5Y) | 0.6278 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.48% |