Banco Bilbao Vizcaya Argentaria SA (BBVA)
11.21
-0.06
(-0.53%)
USD |
NYSE |
Apr 25, 10:39
Banco Bilbao Vizcaya Argentaria Max Drawdown (5Y): 69.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 69.72% |
| February 29, 2024 | 69.72% |
| January 31, 2024 | 69.72% |
| December 31, 2023 | 69.72% |
| November 30, 2023 | 69.72% |
| October 31, 2023 | 69.72% |
| September 30, 2023 | 69.72% |
| August 31, 2023 | 69.72% |
| July 31, 2023 | 69.72% |
| June 30, 2023 | 69.72% |
| May 31, 2023 | 69.72% |
| April 30, 2023 | 69.72% |
| March 31, 2023 | 69.72% |
| February 28, 2023 | 69.72% |
| January 31, 2023 | 69.72% |
| December 31, 2022 | 69.72% |
| November 30, 2022 | 69.72% |
| October 31, 2022 | 69.72% |
| September 30, 2022 | 69.72% |
| August 31, 2022 | 69.72% |
| July 31, 2022 | 69.72% |
| June 30, 2022 | 69.72% |
| May 31, 2022 | 69.72% |
| April 30, 2022 | 69.72% |
| March 31, 2022 | 69.72% |
| Date | Value |
|---|---|
| February 28, 2022 | 69.72% |
| January 31, 2022 | 69.72% |
| December 31, 2021 | 69.72% |
| November 30, 2021 | 69.72% |
| October 31, 2021 | 69.72% |
| September 30, 2021 | 69.72% |
| August 31, 2021 | 69.72% |
| July 31, 2021 | 69.72% |
| June 30, 2021 | 69.72% |
| May 31, 2021 | 69.72% |
| April 30, 2021 | 69.72% |
| March 31, 2021 | 69.72% |
| February 28, 2021 | 69.72% |
| January 31, 2021 | 69.72% |
| December 31, 2020 | 69.72% |
| November 30, 2020 | 69.72% |
| October 31, 2020 | 69.72% |
| September 30, 2020 | 69.72% |
| August 31, 2020 | 67.54% |
| July 31, 2020 | 67.54% |
| June 30, 2020 | 67.54% |
| May 31, 2020 | 67.54% |
| April 30, 2020 | 67.54% |
| March 31, 2020 | 66.74% |
| February 29, 2020 | 57.01% |
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
57.01%
Minimum
Apr 2019
69.72%
Maximum
Sep 2020
67.16%
Average
69.72%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Banco Santander SA | 73.82% |
| CaixaBank SA | 69.59% |
| Bankinter SA | 70.95% |
| Banco de Sabadell SA | 99.93% |
| Unicaja Banco SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.979 |
| Beta (5Y) | 1.350 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.60% |
| Historical Sharpe Ratio (5Y) | 0.4395 |
| Historical Sortino (5Y) | 0.693 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.53% |