Cellnex Telecom SA (CLNXF)
33.36
+0.02
(+0.05%)
USD |
OTCM |
Nov 15, 16:00
Cellnex Telecom Max Drawdown (5Y): 61.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.28% |
| September 30, 2024 | 61.28% |
| August 31, 2024 | 61.28% |
| July 31, 2024 | 61.28% |
| June 30, 2024 | 61.28% |
| May 31, 2024 | 61.28% |
| April 30, 2024 | 61.28% |
| March 31, 2024 | 61.28% |
| February 29, 2024 | 61.28% |
| January 31, 2024 | 61.28% |
| December 31, 2023 | 61.28% |
| November 30, 2023 | 61.28% |
| October 31, 2023 | 61.28% |
| September 30, 2023 | 60.80% |
| August 31, 2023 | 60.80% |
| July 31, 2023 | 60.80% |
| June 30, 2023 | 60.80% |
| May 31, 2023 | 60.80% |
| April 30, 2023 | 60.80% |
| March 31, 2023 | 60.80% |
| February 28, 2023 | 60.80% |
| January 31, 2023 | 60.80% |
| December 31, 2022 | 60.80% |
| November 30, 2022 | 60.80% |
| October 31, 2022 | 60.80% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.04% |
| August 31, 2022 | 47.88% |
| July 31, 2022 | 47.88% |
| June 30, 2022 | 47.88% |
| May 31, 2022 | 42.04% |
| April 30, 2022 | 40.00% |
| March 31, 2022 | 40.00% |
| February 28, 2022 | 40.00% |
| January 31, 2022 | 36.87% |
| December 31, 2021 | 29.63% |
| November 30, 2021 | 29.63% |
| October 31, 2021 | 29.63% |
| September 30, 2021 | 29.63% |
| August 31, 2021 | 29.63% |
| July 31, 2021 | 29.63% |
| June 30, 2021 | 29.63% |
| May 31, 2021 | 29.63% |
| April 30, 2021 | 29.63% |
| March 31, 2021 | 29.63% |
| February 28, 2021 | 29.63% |
| January 31, 2021 | 29.63% |
| December 31, 2020 | 29.63% |
| November 30, 2020 | 29.63% |
| October 31, 2020 | 29.63% |
| September 30, 2020 | 29.63% |
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
16.92%
Minimum
Nov 2019
61.28%
Maximum
Oct 2023
44.11%
Average
41.02%
Median
Max Drawdown (5Y) Benchmarks
| Merlin Properties SOCIMI SA | 57.58% |
| Lar Espana Real Estate Socimi SA | 63.57% |
| Inmobiliaria Colonial SOCIMI SA | 56.15% |
| Metrovacesa SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.46 |
| Beta (5Y) | 1.201 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.19% |
| Historical Sharpe Ratio (5Y) | -0.0556 |
| Historical Sortino (5Y) | -0.0919 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.17% |