Banco Bilbao Vizcaya Argentaria SA (BBVXF)
10.40
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Banco Bilbao Vizcaya Argentaria Max Drawdown (5Y): 69.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 69.53% |
March 31, 2024 | 69.53% |
February 29, 2024 | 69.53% |
January 31, 2024 | 69.53% |
December 31, 2023 | 69.53% |
November 30, 2023 | 69.53% |
October 31, 2023 | 69.53% |
September 30, 2023 | 69.53% |
August 31, 2023 | 69.53% |
July 31, 2023 | 69.53% |
June 30, 2023 | 69.53% |
May 31, 2023 | 69.53% |
April 30, 2023 | 69.53% |
March 31, 2023 | 69.53% |
February 28, 2023 | 69.53% |
January 31, 2023 | 69.53% |
December 31, 2022 | 69.53% |
November 30, 2022 | 69.53% |
October 31, 2022 | 69.53% |
September 30, 2022 | 69.53% |
August 31, 2022 | 69.53% |
July 31, 2022 | 69.53% |
June 30, 2022 | 69.53% |
May 31, 2022 | 69.53% |
April 30, 2022 | 69.53% |
Date | Value |
---|---|
March 31, 2022 | 69.53% |
February 28, 2022 | 69.53% |
January 31, 2022 | 69.53% |
December 31, 2021 | 69.53% |
November 30, 2021 | 69.53% |
October 31, 2021 | 69.53% |
September 30, 2021 | 69.53% |
August 31, 2021 | 69.53% |
July 31, 2021 | 69.53% |
June 30, 2021 | 69.53% |
May 31, 2021 | 69.53% |
April 30, 2021 | 69.53% |
March 31, 2021 | 69.53% |
February 28, 2021 | 69.53% |
January 31, 2021 | 69.53% |
December 31, 2020 | 69.53% |
November 30, 2020 | 69.53% |
October 31, 2020 | 69.53% |
September 30, 2020 | 69.53% |
August 31, 2020 | 66.68% |
July 31, 2020 | 66.68% |
June 30, 2020 | 66.68% |
May 31, 2020 | 66.68% |
April 30, 2020 | 66.68% |
March 31, 2020 | 64.90% |
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
52.57%
Minimum
May 2019
69.53%
Maximum
Sep 2020
66.45%
Average
69.53%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Banco Santander SA | 73.82% |
Bankinter SA | 70.95% |
Mapfre SA | 89.92% |
CaixaBank SA | 69.59% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.768 |
Beta (5Y) | 1.240 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.90% |
Historical Sharpe Ratio (5Y) | 0.405 |
Historical Sortino (5Y) | 0.6312 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.18% |