Cellnex Telecom SA (CLNXF)
33.79
-0.10
(-0.29%)
USD |
OTCM |
Dec 16, 16:00
Cellnex Telecom Max Drawdown (5Y): 61.28% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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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) | -19.22 |
| Beta (5Y) | 1.170 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.24% |
| Historical Sharpe Ratio (5Y) | -0.1018 |
| Historical Sortino (5Y) | -0.1699 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.17% |