CaixaBank SA (CAIXY)
1.90
-0.04
(-2.06%)
USD |
OTCM |
Nov 21, 16:00
CaixaBank Max Drawdown (5Y): 69.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.59% |
| September 30, 2024 | 69.59% |
| August 31, 2024 | 71.21% |
| July 31, 2024 | 71.21% |
| June 30, 2024 | 71.21% |
| May 31, 2024 | 71.21% |
| April 30, 2024 | 71.21% |
| March 31, 2024 | 71.21% |
| February 29, 2024 | 71.21% |
| January 31, 2024 | 71.21% |
| December 31, 2023 | 71.21% |
| November 30, 2023 | 71.21% |
| October 31, 2023 | 71.21% |
| September 30, 2023 | 71.21% |
| August 31, 2023 | 71.21% |
| July 31, 2023 | 71.21% |
| June 30, 2023 | 71.21% |
| May 31, 2023 | 71.21% |
| April 30, 2023 | 71.21% |
| March 31, 2023 | 71.21% |
| February 28, 2023 | 71.21% |
| January 31, 2023 | 71.21% |
| December 31, 2022 | 71.21% |
| November 30, 2022 | 71.21% |
| October 31, 2022 | 71.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.21% |
| August 31, 2022 | 71.21% |
| July 31, 2022 | 71.21% |
| June 30, 2022 | 71.21% |
| May 31, 2022 | 71.21% |
| April 30, 2022 | 71.21% |
| March 31, 2022 | 71.21% |
| February 28, 2022 | 71.21% |
| January 31, 2022 | 71.21% |
| December 31, 2021 | 71.21% |
| November 30, 2021 | 71.21% |
| October 31, 2021 | 71.21% |
| September 30, 2021 | 71.37% |
| August 31, 2021 | 72.00% |
| July 31, 2021 | 73.27% |
| June 30, 2021 | 75.53% |
| May 31, 2021 | 76.37% |
| April 30, 2021 | 76.37% |
| March 31, 2021 | 76.37% |
| February 28, 2021 | 76.37% |
| January 31, 2021 | 76.37% |
| December 31, 2020 | 76.37% |
| November 30, 2020 | 76.37% |
| October 31, 2020 | 76.37% |
| September 30, 2020 | 76.37% |
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
69.59%
Minimum
Sep 2024
76.37%
Maximum
Nov 2019
72.91%
Average
71.21%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Banco Bilbao Vizcaya Argentaria SA | 69.72% |
| Banco Santander SA | 73.82% |
| Bankinter SA | 70.95% |
| Banco de Sabadell SA | 99.93% |
| Unicaja Banco SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.636 |
| Beta (5Y) | 0.9598 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.92% |
| Historical Sharpe Ratio (5Y) | 0.4777 |
| Historical Sortino (5Y) | 0.7024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.62% |