Atresmedia Corporacion de Medios de Comunicacion SA (AIOSF)
5.35
+0.80
(+17.58%)
USD |
OTCM |
Sep 27, 16:00
Atresmedia Corporacion de Medios de Comunicacion Max Drawdown (5Y): 74.73% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 74.73% |
July 31, 2024 | 74.73% |
June 30, 2024 | 74.73% |
May 31, 2024 | 74.73% |
April 30, 2024 | 74.73% |
March 31, 2024 | 74.73% |
February 29, 2024 | 74.73% |
January 31, 2024 | 74.73% |
December 31, 2023 | 74.73% |
November 30, 2023 | 74.73% |
October 31, 2023 | 74.73% |
September 30, 2023 | 74.73% |
August 31, 2023 | 74.73% |
July 31, 2023 | 74.73% |
June 30, 2023 | 74.73% |
May 31, 2023 | 74.73% |
April 30, 2023 | 74.73% |
March 31, 2023 | 74.73% |
February 28, 2023 | 74.73% |
January 31, 2023 | 74.73% |
December 31, 2022 | 74.73% |
November 30, 2022 | 74.73% |
October 31, 2022 | 74.73% |
September 30, 2022 | 74.73% |
August 31, 2022 | 74.73% |
Date | Value |
---|---|
July 31, 2022 | 74.73% |
June 30, 2022 | 74.73% |
May 31, 2022 | 74.73% |
April 30, 2022 | 74.73% |
March 31, 2022 | 74.73% |
February 28, 2022 | 74.73% |
January 31, 2022 | 74.73% |
December 31, 2021 | 74.73% |
November 30, 2021 | 74.73% |
October 31, 2021 | 74.73% |
September 30, 2021 | 74.73% |
August 31, 2021 | 74.73% |
July 31, 2021 | 74.73% |
June 30, 2021 | 74.73% |
May 31, 2021 | 74.73% |
April 30, 2021 | 74.73% |
March 31, 2021 | 74.73% |
February 28, 2021 | 74.73% |
January 31, 2021 | 74.73% |
December 31, 2020 | 74.73% |
November 30, 2020 | 74.73% |
October 31, 2020 | 74.73% |
September 30, 2020 | 74.73% |
August 31, 2020 | 74.73% |
July 31, 2020 | 74.73% |
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
62.10%
Minimum
Sep 2019
74.73%
Maximum
May 2020
73.36%
Average
74.73%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Telefonica SA | 65.50% |
Lleidanetworks Serveis Telematics SA | -- |
Promotora de Informaciones SA | -- |
Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2376 |
Beta (5Y) | 0.5158 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.40% |
Historical Sharpe Ratio (5Y) | 0.1896 |
Historical Sortino (5Y) | 0.329 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.00% |