Acciona SA (ACXIF)
116.39
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Acciona Max Drawdown (5Y): 47.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.79% |
| September 30, 2024 | 47.79% |
| August 31, 2024 | 47.79% |
| July 31, 2024 | 47.79% |
| June 30, 2024 | 47.79% |
| May 31, 2024 | 47.79% |
| April 30, 2024 | 47.79% |
| March 31, 2024 | 47.79% |
| February 29, 2024 | 47.79% |
| January 31, 2024 | 42.45% |
| December 31, 2023 | 42.45% |
| November 30, 2023 | 42.45% |
| October 31, 2023 | 42.45% |
| September 30, 2023 | 38.11% |
| August 31, 2023 | 38.11% |
| July 31, 2023 | 38.11% |
| June 30, 2023 | 38.11% |
| May 31, 2023 | 38.11% |
| April 30, 2023 | 38.11% |
| March 31, 2023 | 38.11% |
| February 28, 2023 | 38.11% |
| January 31, 2023 | 38.11% |
| December 31, 2022 | 38.11% |
| November 30, 2022 | 38.11% |
| October 31, 2022 | 38.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.11% |
| August 31, 2022 | 38.11% |
| July 31, 2022 | 38.11% |
| June 30, 2022 | 38.11% |
| May 31, 2022 | 38.11% |
| April 30, 2022 | 38.11% |
| March 31, 2022 | 38.11% |
| February 28, 2022 | 38.11% |
| January 31, 2022 | 38.11% |
| December 31, 2021 | 38.11% |
| November 30, 2021 | 38.11% |
| October 31, 2021 | 38.11% |
| September 30, 2021 | 38.11% |
| August 31, 2021 | 38.11% |
| July 31, 2021 | 38.11% |
| June 30, 2021 | 38.11% |
| May 31, 2021 | 38.11% |
| April 30, 2021 | 38.11% |
| March 31, 2021 | 38.11% |
| February 28, 2021 | 38.11% |
| January 31, 2021 | 38.11% |
| December 31, 2020 | 38.11% |
| November 30, 2020 | 38.11% |
| October 31, 2020 | 38.11% |
| September 30, 2020 | 38.11% |
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
28.05%
Minimum
Dec 2019
47.79%
Maximum
Feb 2024
39.08%
Average
38.11%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.142 |
| Beta (5Y) | 0.8812 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.32% |
| Historical Sharpe Ratio (5Y) | 0.157 |
| Historical Sortino (5Y) | 0.2714 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.45% |