Aena SME SA (ANNSF)
207.48
-0.20
(-0.10%)
USD |
OTCM |
Nov 15, 09:38
Aena SME Max Drawdown (5Y): 52.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.50% |
| September 30, 2024 | 52.50% |
| August 31, 2024 | 52.50% |
| July 31, 2024 | 52.50% |
| June 30, 2024 | 52.50% |
| May 31, 2024 | 52.50% |
| April 30, 2024 | 52.50% |
| March 31, 2024 | 52.50% |
| February 29, 2024 | 52.50% |
| January 31, 2024 | 52.50% |
| December 31, 2023 | 52.50% |
| November 30, 2023 | 52.50% |
| October 31, 2023 | 52.50% |
| September 30, 2023 | 52.50% |
| August 31, 2023 | 52.50% |
| July 31, 2023 | 52.50% |
| June 30, 2023 | 52.50% |
| May 31, 2023 | 52.50% |
| April 30, 2023 | 52.50% |
| March 31, 2023 | 52.50% |
| February 28, 2023 | 52.50% |
| January 31, 2023 | 52.50% |
| December 31, 2022 | 52.50% |
| November 30, 2022 | 52.50% |
| October 31, 2022 | 52.50% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.96% |
| August 31, 2022 | 49.57% |
| July 31, 2022 | 49.57% |
| June 30, 2022 | 49.57% |
| May 31, 2022 | 49.57% |
| April 30, 2022 | 49.57% |
| March 31, 2022 | 49.57% |
| February 28, 2022 | 49.57% |
| January 31, 2022 | 49.57% |
| December 31, 2021 | 49.57% |
| November 30, 2021 | 49.57% |
| October 31, 2021 | 49.57% |
| September 30, 2021 | 49.57% |
| August 31, 2021 | 49.57% |
| July 31, 2021 | 49.57% |
| June 30, 2021 | 49.57% |
| May 31, 2021 | 49.57% |
| April 30, 2021 | 49.57% |
| March 31, 2021 | 49.57% |
| February 28, 2021 | 49.57% |
| January 31, 2021 | 49.57% |
| December 31, 2020 | 49.57% |
| November 30, 2020 | 49.57% |
| October 31, 2020 | 49.57% |
| September 30, 2020 | 49.57% |
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
30.07%
Minimum
Nov 2019
52.50%
Maximum
Oct 2022
49.50%
Average
49.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.98 |
| Beta (5Y) | 1.251 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.88% |
| Historical Sharpe Ratio (5Y) | 0.0908 |
| Historical Sortino (5Y) | 0.1317 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.89% |