Banco Bilbao Vizcaya Argentaria SA (BBVA)
10.33
+0.24
(+2.38%)
USD |
NYSE |
Nov 04, 16:00
10.39
+0.06
(+0.58%)
Pre-Market: 09:00
Banco Bilbao Vizcaya Argentaria Max Drawdown (5Y): 69.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 69.72% |
September 30, 2024 | 69.72% |
August 31, 2024 | 69.72% |
July 31, 2024 | 69.72% |
June 30, 2024 | 69.72% |
May 31, 2024 | 69.72% |
April 30, 2024 | 69.72% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
69.72%
Maximum
Sep 2020
68.65%
Average
69.72%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Banco Santander SA | 73.82% |
Bankinter SA | 70.95% |
Mapfre SA | 89.92% |
CaixaBank SA | 69.59% |
Banco de Sabadell SA | 99.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5127 |
Beta (5Y) | 1.324 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.52% |
Historical Sharpe Ratio (5Y) | 0.3954 |
Historical Sortino (5Y) | 0.6293 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.34% |