Repsol SA (REPYF)
15.95
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Repsol Max Drawdown (5Y): 67.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 67.23% |
February 29, 2024 | 67.23% |
January 31, 2024 | 67.23% |
December 31, 2023 | 67.23% |
November 30, 2023 | 67.23% |
October 31, 2023 | 67.23% |
September 30, 2023 | 67.23% |
August 31, 2023 | 67.23% |
July 31, 2023 | 67.23% |
June 30, 2023 | 67.23% |
May 31, 2023 | 67.23% |
April 30, 2023 | 67.23% |
March 31, 2023 | 67.23% |
February 28, 2023 | 67.23% |
January 31, 2023 | 67.23% |
December 31, 2022 | 67.23% |
November 30, 2022 | 67.23% |
October 31, 2022 | 67.23% |
September 30, 2022 | 67.23% |
August 31, 2022 | 67.23% |
July 31, 2022 | 67.23% |
June 30, 2022 | 67.23% |
May 31, 2022 | 67.23% |
April 30, 2022 | 67.23% |
March 31, 2022 | 67.23% |
Date | Value |
---|---|
February 28, 2022 | 67.23% |
January 31, 2022 | 67.23% |
December 31, 2021 | 67.23% |
November 30, 2021 | 67.23% |
October 31, 2021 | 67.23% |
September 30, 2021 | 67.23% |
August 31, 2021 | 67.23% |
July 31, 2021 | 67.23% |
June 30, 2021 | 67.23% |
May 31, 2021 | 67.23% |
April 30, 2021 | 67.23% |
March 31, 2021 | 67.23% |
February 28, 2021 | 67.23% |
January 31, 2021 | 67.23% |
December 31, 2020 | 67.23% |
November 30, 2020 | 67.23% |
October 31, 2020 | 67.23% |
September 30, 2020 | 67.23% |
August 31, 2020 | 67.23% |
July 31, 2020 | 67.23% |
June 30, 2020 | 67.23% |
May 31, 2020 | 67.23% |
April 30, 2020 | 67.23% |
March 31, 2020 | 67.23% |
February 29, 2020 | 66.49% |
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
66.49%
Minimum
Apr 2019
67.23%
Maximum
Mar 2020
67.09%
Average
67.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BP PLC | 63.90% |
Galp Energia SGPS SA | 58.00% |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.634 |
Beta (5Y) | 1.041 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.24% |
Historical Sharpe Ratio (5Y) | 0.0958 |
Historical Sortino (5Y) | 0.1574 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.40% |